+44.6%
XLE vs ALAB
+262.8%
-218.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.3% | -6.3% | -0.2% |
| 7D | -12.0% | -26.3% | +14.3% | -11.4% |
| 30D | -2.7% | -50.1% | +47.4% | -1.3% |
| 3M | +6.6% | -42.5% | +49.0% | +7.7% |
| 6M | +9.5% | -10.8% | +20.4% | +7.8% |
| YTD | +40.6% | +14.6% | +25.9% | +35.7% |
| 1Y | +43.6% | +17.1% | +26.5% | +38.1% |
| All | +44.6% | +262.8% | -218.2% | +27.1% |
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