+159.6%
XLB vs ALB
+78.9%
+80.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.6% |
| 7D | -0.2% | -4.4% | +4.2% | +0.8% |
| 30D | -1.7% | -1.2% | -0.6% | -1.6% |
| 3M | +4.4% | -13.3% | +17.7% | +7.5% |
| 6M | +5.0% | -19.8% | +24.8% | +9.0% |
| YTD | +15.5% | -7.9% | +23.4% | +14.6% |
| 1Y | +14.9% | +60.2% | -45.2% | -3.2% |
| 3Y | +34.5% | -26.4% | +61.0% | +30.5% |
| 5Y | +36.5% | -42.5% | +79.1% | +34.8% |
| 10Y | +159.6% | +83.0% | +76.6% | +50.0% |
| All | +159.6% | +78.9% | +80.7% | +50.0% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling