+1,391.1%
ALB vs SPYG
+528.0%
+863.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.5% |
| 7D | -5.8% | +2.3% | -8.1% | -7.9% |
| 30D | -4.5% | -6.5% | +1.9% | +1.3% |
| 3M | -28.1% | -6.8% | -21.2% | -23.5% |
| 6M | -53.2% | -3.1% | -50.0% | -52.1% |
| YTD | -33.3% | +8.0% | -41.3% | -38.6% |
| 1Y | -17.4% | +10.2% | -27.7% | -25.6% |
| 3Y | -14.1% | +91.0% | -105.1% | -53.5% |
| 5Y | -64.0% | +67.7% | -131.8% | -77.7% |
| 10Y | +32.8% | +393.9% | -361.1% | -68.5% |
| All | +1,391.1% | +528.0% | +863.1% | +87.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling