-14.1%
ALB vs SPYG
+91.6%
-105.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.4% |
| 7D | -5.8% | +2.3% | -8.1% | -8.1% |
| 30D | -4.5% | -6.5% | +1.9% | +2.0% |
| 3M | -28.1% | -6.8% | -21.2% | -22.9% |
| 6M | -53.2% | -3.1% | -50.0% | -52.1% |
| YTD | -33.3% | +8.0% | -41.3% | -39.8% |
| 1Y | -17.4% | +10.2% | -27.7% | -27.4% |
| 3Y | -14.1% | +91.0% | -105.1% | -70.7% |
| All | -14.1% | +91.6% | -105.8% | -70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 3y: compounded portfolio wealth divided by compounded SPYG 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…
3y analysis · Full analysis span regression · 6 months rolling