+23.3%
XLB vs ALB
-5.3%
+28.6%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.2% |
| 7D | -1.6% | +1.1% | -2.7% | -1.8% |
| 30D | +7.2% | -2.6% | +9.8% | +7.5% |
| 3M | 0.0% | -25.6% | +25.6% | +4.1% |
| 6M | +2.3% | -54.0% | +56.3% | +13.6% |
| YTD | +18.4% | -31.6% | +50.0% | +23.4% |
| 1Y | +23.3% | -6.6% | +29.9% | +23.9% |
| All | +23.3% | -5.3% | +28.6% | +23.9% |
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