+25.6%
BIL vs ALB
+38.2%
-12.6%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.2% | 0.0% |
| 7D | +0.1% | +9.5% | -9.4% | +0.1% |
| 30D | 0.0% | -2.1% | +2.1% | 0.0% |
| 3M | +0.6% | -24.1% | +24.7% | +0.6% |
| 6M | +1.5% | -51.0% | +52.5% | +1.5% |
| YTD | +2.8% | -29.3% | +32.1% | +2.8% |
| 1Y | +3.3% | +3.2% | +0.2% | +3.3% |
| 3Y | +13.4% | -9.3% | +22.7% | +13.4% |
| 5Y | +19.8% | -61.6% | +81.4% | +19.8% |
| 10Y | +25.6% | +40.8% | -15.1% | +25.6% |
| All | +25.6% | +38.2% | -12.6% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling