+167.7%
XLB vs ALB
+38.2%
+129.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | -1.4% | +9.5% | -10.8% | -3.6% |
| 30D | +7.1% | -2.1% | +9.2% | +7.5% |
| 3M | +0.6% | -24.1% | +24.8% | +7.2% |
| 6M | +3.5% | -51.0% | +54.5% | +22.3% |
| YTD | +18.2% | -29.3% | +47.6% | +24.9% |
| 1Y | +25.6% | +3.2% | +22.4% | +19.5% |
| 3Y | +46.7% | -9.3% | +56.0% | +31.2% |
| 5Y | +30.9% | -61.6% | +92.5% | +44.8% |
| 10Y | +167.7% | +40.8% | +127.0% | +70.1% |
| All | +167.7% | +38.2% | +129.5% | +70.1% |
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