+42.4%
XLE vs ALB
-5.3%
+47.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.9% |
| 7D | -0.2% | +1.1% | -1.3% | -0.2% |
| 30D | -4.0% | -2.6% | -1.4% | -3.9% |
| 3M | +4.6% | -25.6% | +30.2% | +5.3% |
| 6M | +12.3% | -54.0% | +66.3% | +14.4% |
| YTD | +44.5% | -31.6% | +76.1% | +48.2% |
| 1Y | +42.4% | -6.6% | +49.0% | +47.8% |
| All | +42.4% | -5.3% | +47.7% | +47.8% |
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