+25.7%
BIL vs ALB
+35.3%
-9.6%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | 0.0% |
| 7D | +0.1% | +1.1% | -1.0% | +0.1% |
| 30D | 0.0% | -2.6% | +2.6% | 0.0% |
| 3M | +0.6% | -25.6% | +26.2% | +0.6% |
| 6M | +1.5% | -54.0% | +55.5% | +1.5% |
| YTD | +2.8% | -31.6% | +34.4% | +2.8% |
| 1Y | +3.3% | -6.6% | +9.9% | +3.3% |
| 3Y | +13.4% | -14.0% | +27.4% | +13.4% |
| 5Y | +19.8% | -62.5% | +82.4% | +19.8% |
| 10Y | +25.7% | +36.3% | -10.6% | +25.7% |
| All | +25.7% | +35.3% | -9.6% | +25.7% |
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