+68.8%
ALB vs SPXU
-34.8%
+103.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.8% | -4.9% | -2.1% |
| 7D | -7.6% | +6.4% | -14.0% | -4.7% |
| 30D | -5.6% | +5.9% | -11.6% | -2.8% |
| 3M | -16.8% | -11.7% | -5.2% | -21.4% |
| 6M | -26.3% | -28.7% | +2.4% | -35.8% |
| YTD | -13.2% | -26.4% | +13.1% | -21.8% |
| 1Y | +68.8% | -35.2% | +104.0% | +43.7% |
| All | +68.8% | -34.8% | +103.6% | +43.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling