+49.4%
XLE vs ALAB
+490.6%
-441.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +9.8% | -10.6% | -1.1% |
| 7D | +2.2% | +7.2% | -5.0% | +2.0% |
| 30D | +11.8% | -2.5% | +14.3% | +11.8% |
| 3M | +9.8% | -13.3% | +23.1% | +9.6% |
| 6M | +15.6% | +172.8% | -157.3% | +9.4% |
| YTD | +45.3% | +86.6% | -41.3% | +39.0% |
| 1Y | +48.3% | +65.2% | -16.8% | +41.9% |
| All | +49.4% | +490.6% | -441.1% | +30.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling