+141.4%
XLC vs ALB
+57.3%
+84.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -0.9% |
| 7D | +0.6% | -4.4% | +5.0% | +1.3% |
| 30D | +0.2% | -1.2% | +1.4% | +0.3% |
| 3M | +0.6% | -13.3% | +14.0% | +2.6% |
| 6M | -4.5% | -19.8% | +15.3% | -2.2% |
| YTD | -4.7% | -7.9% | +3.2% | -5.7% |
| 1Y | -1.7% | +60.2% | -61.8% | -13.5% |
| 3Y | +72.3% | -26.4% | +98.7% | +67.7% |
| 5Y | +37.8% | -42.5% | +80.3% | +36.2% |
| All | +141.4% | +57.3% | +84.1% | +71.7% |
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 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