+382.5%
ALB vs SPXU
-100.0%
+482.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.2% | -0.7% |
| 7D | -3.6% | -9.4% | +5.8% | -7.8% |
| 30D | -2.9% | +7.4% | -10.3% | +1.0% |
| 3M | -25.8% | +6.2% | -32.0% | -23.0% |
| 6M | -53.6% | -7.2% | -46.3% | -54.1% |
| YTD | -32.4% | -26.8% | -5.6% | -38.9% |
| 1Y | -13.0% | -26.3% | +13.2% | -20.8% |
| 3Y | -15.0% | -80.6% | +65.6% | -50.0% |
| 5Y | -63.5% | -83.6% | +20.1% | -74.8% |
| 10Y | +34.7% | -99.5% | +134.2% | -68.4% |
| All | +382.5% | -100.0% | +482.5% | -76.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling