+15.6%
XLE vs ALB
-25.5%
+41.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.6% | -0.8% |
| 7D | +2.2% | -8.1% | +10.3% | +2.3% |
| 30D | +11.8% | +6.3% | +5.5% | +11.8% |
| 3M | +9.8% | -23.6% | +33.4% | +10.4% |
| 6M | +15.6% | -24.6% | +40.2% | +15.9% |
| All | +15.6% | -25.5% | +41.1% | +15.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling