-45.1%
ALB vs SPYG
+83.9%
-129.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.5% | -2.4% |
| 7D | -8.6% | +0.3% | -8.9% | -9.0% |
| 30D | -4.0% | -1.7% | -2.4% | -2.3% |
| 3M | -17.4% | +3.6% | -21.0% | -21.0% |
| 6M | -25.4% | +16.6% | -42.0% | -38.0% |
| YTD | -10.5% | +13.4% | -23.9% | -23.0% |
| 1Y | +75.8% | +19.6% | +56.2% | +42.5% |
| 3Y | -28.5% | +99.8% | -128.3% | -68.1% |
| 5Y | -45.1% | +85.0% | -130.1% | -72.4% |
| All | -45.1% | +83.9% | -129.0% | -72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling