+163.9%
XLE vs ALB
+34.3%
+129.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.2% | +4.7% | +1.4% |
| 7D | -6.7% | +5.3% | -12.0% | -7.9% |
| 30D | -4.4% | -6.3% | +1.9% | -3.3% |
| 3M | +4.0% | -27.4% | +31.4% | +11.0% |
| 6M | +13.2% | -53.1% | +66.2% | +32.6% |
| YTD | +41.9% | -32.3% | +74.2% | +49.1% |
| 1Y | +41.6% | -7.3% | +48.9% | +36.7% |
| 3Y | +64.0% | -14.9% | +78.9% | +46.9% |
| 5Y | +158.1% | -62.0% | +220.1% | +179.8% |
| 10Y | +163.9% | +33.0% | +130.9% | +57.4% |
| All | +163.9% | +34.3% | +129.6% | +57.4% |
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 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