+127.5%
XLC vs ALB
+20.9%
+106.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.3% |
| 7D | +4.9% | +9.1% | -4.2% | +3.3% |
| 30D | -5.8% | -3.4% | -2.4% | -5.3% |
| 3M | -5.4% | -20.6% | +15.2% | -2.0% |
| 6M | -10.2% | -48.2% | +38.0% | -0.4% |
| YTD | -10.2% | -29.2% | +19.1% | -7.2% |
| 1Y | -5.6% | +10.0% | -15.6% | -10.7% |
| 3Y | +61.0% | -12.9% | +73.9% | +48.4% |
| 5Y | +35.2% | -61.3% | +96.5% | +44.0% |
| All | +127.5% | +20.9% | +106.6% | +68.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling