+25.3%
BIL vs ALB
+78.9%
-53.7%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | 0.0% |
| 7D | +0.1% | -4.4% | +4.5% | +0.1% |
| 30D | +0.3% | -1.2% | +1.5% | +0.3% |
| 3M | +0.9% | -13.3% | +14.2% | +0.9% |
| 6M | +1.8% | -19.8% | +21.6% | +1.8% |
| YTD | +2.5% | -7.9% | +10.4% | +2.5% |
| 1Y | +3.7% | +60.2% | -56.5% | +3.7% |
| 3Y | +14.1% | -26.4% | +40.5% | +14.1% |
| 5Y | +19.4% | -42.5% | +62.0% | +19.4% |
| 10Y | +25.3% | +83.0% | -57.8% | +25.3% |
| All | +25.3% | +78.9% | -53.7% | +25.3% |
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