+133.1%
XLC vs ALB
+20.7%
+112.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.5% |
| 7D | +7.1% | +9.5% | -2.4% | +5.4% |
| 30D | -2.7% | -2.1% | -0.6% | -2.5% |
| 3M | -3.2% | -24.1% | +21.0% | +1.1% |
| 6M | -7.7% | -51.0% | +43.4% | +3.5% |
| YTD | -8.0% | -29.3% | +21.4% | -4.9% |
| 1Y | -3.1% | +3.2% | -6.2% | -7.1% |
| 3Y | +64.9% | -9.3% | +74.2% | +50.6% |
| 5Y | +39.5% | -61.6% | +101.1% | +48.9% |
| All | +133.1% | +20.7% | +112.4% | +73.0% |
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