+1,024.7%
XLE vs ALB
+1,790.1%
-765.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.6% | +0.5% |
| 7D | +2.2% | -8.1% | +10.3% | +4.9% |
| 30D | +11.8% | +6.3% | +5.5% | +9.2% |
| 3M | +9.8% | -23.6% | +33.4% | +18.1% |
| 6M | +15.6% | -24.6% | +40.2% | +22.7% |
| YTD | +45.3% | -10.3% | +55.5% | +43.5% |
| 1Y | +48.3% | +61.5% | -13.2% | +17.4% |
| 3Y | +55.4% | -34.0% | +89.4% | +49.5% |
| 5Y | +216.1% | -44.6% | +260.7% | +199.0% |
| 10Y | +178.4% | +76.1% | +102.3% | +47.6% |
| All | +1,024.7% | +1,790.1% | -765.3% | +186.0% |
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