+38.6%
ALB vs SPXU
-99.5%
+138.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -0.8% |
| 7D | -5.8% | -7.6% | +1.8% | -9.0% |
| 30D | -4.5% | +5.3% | -9.9% | -1.7% |
| 3M | -28.1% | +9.6% | -37.7% | -24.2% |
| 6M | -53.2% | -4.5% | -48.6% | -53.1% |
| YTD | -33.3% | -25.9% | -7.4% | -39.3% |
| 1Y | -17.4% | -28.9% | +11.4% | -25.9% |
| 3Y | -14.1% | -80.5% | +66.3% | -48.9% |
| 5Y | -64.0% | -83.4% | +19.4% | -74.9% |
| All | +38.6% | -99.5% | +138.1% | -65.8% |
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