+162.1%
XLB vs ALB
+74.4%
+87.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.1% | +0.8% |
| 7D | -1.4% | -8.1% | +6.7% | +0.7% |
| 30D | -0.4% | +6.3% | -6.6% | -2.1% |
| 3M | +2.0% | -23.6% | +25.5% | +8.4% |
| 6M | +1.8% | -24.6% | +26.4% | +7.4% |
| YTD | +16.6% | -10.3% | +26.9% | +16.4% |
| 1Y | +16.9% | +61.5% | -44.5% | -1.8% |
| 3Y | +32.6% | -34.0% | +66.5% | +32.8% |
| 5Y | +35.6% | -44.6% | +80.2% | +35.3% |
| All | +162.1% | +74.4% | +87.7% | +52.5% |
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