+83.0%
ALB vs SPG
+61.5%
+21.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.4% | +2.1% |
| 7D | -4.4% | 0.0% | -4.4% | -4.4% |
| 30D | -1.2% | -4.9% | +3.8% | +0.8% |
| 3M | -13.3% | +3.3% | -16.6% | -14.9% |
| 6M | -19.8% | +11.2% | -31.0% | -23.9% |
| YTD | -7.9% | +17.1% | -25.0% | -14.6% |
| 1Y | +60.2% | +21.6% | +38.6% | +45.7% |
| 3Y | -26.4% | +111.9% | -138.3% | -45.6% |
| 5Y | -42.5% | +106.9% | -149.5% | -57.1% |
| 10Y | +83.0% | +62.2% | +20.8% | +67.5% |
| All | +83.0% | +61.5% | +21.5% | +67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling