+218.0%
XLE vs ALB
-44.4%
+262.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.6% | -0.2% |
| 7D | +2.2% | -8.1% | +10.3% | +3.4% |
| 30D | +11.8% | +6.3% | +5.5% | +10.6% |
| 3M | +9.8% | -23.6% | +33.4% | +13.7% |
| 6M | +15.6% | -24.6% | +40.2% | +19.0% |
| YTD | +45.3% | -10.3% | +55.5% | +44.4% |
| 1Y | +48.3% | +61.5% | -13.2% | +32.1% |
| 3Y | +55.4% | -34.0% | +89.4% | +55.5% |
| All | +218.0% | -44.4% | +262.4% | +226.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling