+540.3%
ALB vs SPXU
-100.0%
+640.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.3% | -5.7% | -3.9% |
| 7D | -8.1% | -0.1% | -7.9% | -8.1% |
| 30D | +6.3% | +0.8% | +5.4% | +6.8% |
| 3M | -23.6% | -4.7% | -18.9% | -24.3% |
| 6M | -24.6% | -29.6% | +5.0% | -34.4% |
| YTD | -10.3% | -29.9% | +19.6% | -21.2% |
| 1Y | +61.5% | -39.1% | +100.5% | +34.7% |
| 3Y | -34.0% | -80.0% | +46.0% | -60.5% |
| 5Y | -44.6% | -86.0% | +41.5% | -64.3% |
| 10Y | +76.1% | -99.5% | +175.6% | -59.6% |
| All | +540.3% | -100.0% | +640.2% | -69.5% |
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