+163.9%
XLE vs ALB
+38.2%
+125.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.7% | +0.5% |
| 7D | -7.9% | +9.5% | -17.3% | -9.9% |
| 30D | -4.8% | -2.1% | -2.7% | -4.6% |
| 3M | +8.4% | -24.1% | +32.5% | +14.6% |
| 6M | +12.7% | -51.0% | +63.7% | +30.8% |
| YTD | +41.3% | -29.3% | +70.6% | +47.0% |
| 1Y | +42.3% | +3.2% | +39.1% | +33.8% |
| 3Y | +65.1% | -9.3% | +74.4% | +45.5% |
| 5Y | +150.2% | -61.6% | +211.8% | +172.0% |
| 10Y | +163.9% | +40.8% | +123.1% | +55.2% |
| All | +163.9% | +38.2% | +125.7% | +55.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling