+40.8%
ALB vs SPG
+117.3%
-76.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.9% |
| 7D | +9.5% | +5.1% | +4.4% | +7.3% |
| 30D | -2.1% | +16.8% | -19.0% | -8.2% |
| 3M | -24.1% | +5.7% | -29.8% | -25.9% |
| 6M | -51.0% | +17.8% | -68.8% | -54.5% |
| YTD | -29.3% | +30.1% | -59.4% | -37.3% |
| 1Y | +3.2% | +32.8% | -29.6% | -9.2% |
| 3Y | -9.3% | +137.2% | -146.5% | -35.9% |
| 5Y | -61.6% | +81.5% | -143.1% | -70.5% |
| 10Y | +40.8% | +116.5% | -75.7% | +6.1% |
| All | +40.8% | +117.3% | -76.5% | +6.1% |
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