+14.9%
XLB vs ALB
+59.9%
-44.9%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.3% |
| 7D | -0.2% | -4.4% | +4.2% | +0.3% |
| 30D | -1.7% | -1.2% | -0.6% | -1.7% |
| 3M | +4.4% | -13.3% | +17.7% | +6.1% |
| 6M | +5.0% | -19.8% | +24.8% | +7.1% |
| YTD | +15.5% | -7.9% | +23.4% | +16.0% |
| 1Y | +14.9% | +60.2% | -45.2% | +10.7% |
| All | +14.9% | +59.9% | -44.9% | +10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling