+29.0%
XLB vs ALB
-61.7%
+90.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.9% |
| 7D | -1.5% | +9.1% | -10.6% | -3.2% |
| 30D | +6.1% | -3.4% | +9.5% | +6.6% |
| 3M | 0.0% | -20.6% | +20.6% | +4.2% |
| 6M | 0.0% | -48.2% | +48.1% | +12.6% |
| YTD | +16.0% | -29.2% | +45.3% | +21.2% |
| 1Y | +24.7% | +10.0% | +14.7% | +18.6% |
| 3Y | +40.4% | -12.9% | +53.3% | +29.7% |
| All | +29.0% | -61.7% | +90.8% | +40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling