+988.5%
XLE vs ALB
+1,377.3%
-388.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.6% | -6.6% | -4.1% |
| 7D | -10.3% | +5.5% | -15.8% | -12.0% |
| 30D | -3.3% | -7.5% | +4.2% | -1.4% |
| 3M | +8.2% | -16.9% | +25.1% | +13.4% |
| 6M | +5.0% | -49.2% | +54.2% | +27.0% |
| YTD | +40.6% | -29.9% | +70.4% | +48.8% |
| 1Y | +45.0% | +8.2% | +36.8% | +31.8% |
| 3Y | +56.3% | -19.4% | +75.7% | +37.9% |
| 5Y | +152.2% | -61.6% | +213.9% | +169.7% |
| 10Y | +173.0% | +34.6% | +138.4% | +56.7% |
| All | +988.5% | +1,377.3% | -388.8% | +196.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling