+172.7%
XLE vs ALB
+74.5%
+98.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.6% | +0.2% |
| 7D | +2.2% | -8.1% | +10.3% | +4.1% |
| 30D | +11.8% | +6.3% | +5.5% | +9.9% |
| 3M | +9.8% | -23.6% | +33.4% | +15.9% |
| 6M | +15.6% | -24.6% | +40.2% | +20.9% |
| YTD | +45.3% | -10.3% | +55.5% | +43.9% |
| 1Y | +48.3% | +61.5% | -13.2% | +24.1% |
| 3Y | +55.4% | -34.0% | +89.4% | +54.3% |
| 5Y | +216.1% | -44.6% | +260.7% | +210.2% |
| All | +172.7% | +74.5% | +98.2% | +49.5% |
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