+41.6%
XLE vs ALB
-5.3%
+47.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.2% | +4.7% | +0.4% |
| 7D | -6.7% | +5.3% | -12.0% | -6.7% |
| 30D | -4.4% | -6.3% | +1.9% | -4.3% |
| 3M | +4.0% | -27.4% | +31.4% | +4.6% |
| 6M | +13.2% | -53.1% | +66.2% | +15.1% |
| YTD | +41.9% | -32.3% | +74.2% | +45.6% |
| 1Y | +41.6% | -7.3% | +48.9% | +47.6% |
| All | +41.6% | -5.3% | +47.0% | +47.6% |
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 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