+179.2%
XLE vs ALB
+32.4%
+146.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.3% |
| 7D | +5.4% | -5.8% | +11.2% | +6.8% |
| 30D | -3.9% | -4.5% | +0.6% | -3.3% |
| 3M | +7.0% | -28.1% | +35.1% | +14.5% |
| 6M | +14.2% | -53.2% | +67.4% | +33.8% |
| YTD | +48.2% | -33.3% | +81.5% | +56.2% |
| 1Y | +47.7% | -17.4% | +65.1% | +46.8% |
| 3Y | +70.0% | -14.1% | +84.1% | +51.6% |
| 5Y | +169.1% | -64.0% | +233.2% | +197.1% |
| All | +179.2% | +32.4% | +146.8% | +62.7% |
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