+49.9%
XLE vs ALB
+4.7%
+45.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +5.3% | -10.0% | -4.8% |
| 7D | -7.2% | -2.1% | -5.1% | -7.1% |
| 30D | +0.1% | -9.0% | +9.1% | +0.3% |
| 3M | +9.2% | -21.1% | +30.3% | +9.8% |
| 6M | +8.4% | -49.9% | +58.3% | +10.2% |
| YTD | +44.9% | -32.3% | +77.2% | +48.0% |
| 1Y | +49.9% | +8.6% | +41.3% | +53.4% |
| All | +49.9% | +4.7% | +45.1% | +53.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling