+176.5%
XLE vs ALB
+34.2%
+142.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.8% |
| 7D | +4.4% | -3.6% | +8.0% | +5.2% |
| 30D | -4.3% | -2.9% | -1.4% | -3.9% |
| 3M | +6.0% | -25.8% | +31.9% | +12.7% |
| 6M | +13.2% | -53.6% | +66.8% | +33.0% |
| YTD | +46.7% | -32.4% | +79.1% | +54.2% |
| 1Y | +46.6% | -13.0% | +59.7% | +43.9% |
| 3Y | +69.6% | -15.0% | +84.6% | +51.9% |
| 5Y | +166.5% | -63.5% | +230.1% | +193.3% |
| All | +176.5% | +34.2% | +142.2% | +60.6% |
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