+164.2%
XLB vs ALB
+32.4%
+131.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.1% |
| 7D | +0.5% | -5.8% | +6.3% | +2.0% |
| 30D | +5.2% | -4.5% | +9.7% | +6.1% |
| 3M | +0.3% | -28.1% | +28.4% | +8.3% |
| 6M | +1.2% | -53.2% | +54.3% | +20.9% |
| YTD | +16.6% | -33.3% | +50.0% | +24.9% |
| 1Y | +21.4% | -17.4% | +38.9% | +22.5% |
| 3Y | +43.2% | -14.1% | +57.4% | +29.8% |
| 5Y | +28.0% | -64.0% | +92.1% | +44.0% |
| All | +164.2% | +32.4% | +131.8% | +68.5% |
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