-45.1%
ALB vs SPXU
-85.9%
+40.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.4% | -4.2% | -2.1% |
| 7D | -8.6% | +1.3% | -9.9% | -8.0% |
| 30D | -4.0% | +5.1% | -9.2% | -1.4% |
| 3M | -17.4% | -9.1% | -8.2% | -20.6% |
| 6M | -25.4% | -29.6% | +4.2% | -36.3% |
| YTD | -10.5% | -27.7% | +17.2% | -21.6% |
| 1Y | +75.8% | -37.0% | +112.8% | +45.7% |
| 3Y | -28.5% | -80.2% | +51.6% | -60.5% |
| 5Y | -45.1% | -86.0% | +40.9% | -66.2% |
| All | -45.1% | -85.9% | +40.8% | -66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling