+217.7%
XLF vs ALB
+32.4%
+185.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.1% |
| 7D | +2.7% | -5.8% | +8.4% | +3.8% |
| 30D | +7.6% | -4.5% | +12.2% | +8.4% |
| 3M | +1.1% | -28.1% | +29.2% | +7.3% |
| 6M | +15.9% | -53.2% | +69.1% | +33.4% |
| YTD | +8.4% | -33.3% | +41.8% | +13.6% |
| 1Y | +12.5% | -17.4% | +29.9% | +12.1% |
| 3Y | +81.6% | -14.1% | +95.7% | +64.1% |
| 5Y | +59.3% | -64.0% | +123.3% | +74.2% |
| All | +217.7% | +32.4% | +185.3% | +101.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling