+41.6%
XLE vs ALAB
+25.0%
+16.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.8% | +0.4% |
| 7D | -6.7% | -7.5% | +0.8% | -6.8% |
| 30D | -4.4% | -36.8% | +32.4% | -5.3% |
| 3M | +4.0% | -31.9% | +35.8% | +3.3% |
| 6M | +13.2% | +8.2% | +5.0% | +11.8% |
| YTD | +41.9% | +29.9% | +12.0% | +38.7% |
| 1Y | +41.6% | +24.4% | +17.2% | +38.9% |
| All | +41.6% | +25.0% | +16.7% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 ALAB 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