+43.6%
XLE vs ALB
+6.8%
+36.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | 0.0% |
| 7D | -12.0% | +9.1% | -21.1% | -12.0% |
| 30D | -2.7% | -3.4% | +0.7% | -2.6% |
| 3M | +6.6% | -20.6% | +27.2% | +7.3% |
| 6M | +9.5% | -48.2% | +57.7% | +11.5% |
| YTD | +40.6% | -29.2% | +69.8% | +43.4% |
| 1Y | +43.6% | +10.0% | +33.6% | +46.9% |
| All | +43.6% | +6.8% | +36.8% | +46.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling