+42.2%
ALB vs SPXU
-99.5%
+141.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.9% | +5.0% | -0.7% |
| 7D | +1.1% | +1.5% | -0.5% | +1.9% |
| 30D | -2.6% | +6.4% | -8.9% | +0.8% |
| 3M | -25.6% | +4.2% | -29.8% | -23.4% |
| 6M | -54.0% | -7.8% | -46.3% | -54.7% |
| YTD | -31.6% | -27.5% | -4.0% | -38.4% |
| 1Y | -6.6% | -27.1% | +20.6% | -15.3% |
| 3Y | -14.0% | -80.8% | +66.8% | -49.2% |
| 5Y | -62.5% | -84.1% | +21.6% | -74.4% |
| All | +42.2% | -99.5% | +141.7% | -65.3% |
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