+74.0%
ALB vs SPXU
-99.6%
+173.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.4% | -1.0% | -4.6% |
| 7D | -6.6% | +2.5% | -9.1% | -5.6% |
| 30D | -8.1% | +4.2% | -12.3% | -6.3% |
| 3M | -25.7% | -9.3% | -16.4% | -28.5% |
| 6M | -29.5% | -30.7% | +1.2% | -39.1% |
| YTD | -16.2% | -28.1% | +11.9% | -25.5% |
| 1Y | +59.2% | -35.2% | +94.5% | +36.9% |
| 3Y | -33.7% | -79.9% | +46.2% | -60.0% |
| 5Y | -48.1% | -86.4% | +38.3% | -66.8% |
| All | +74.0% | -99.6% | +173.6% | -56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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