+215.1%
XLF vs ALB
+34.2%
+180.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | +1.2% | -3.6% | +4.8% | +1.9% |
| 30D | +6.2% | -2.9% | +9.1% | +6.6% |
| 3M | +0.9% | -25.8% | +26.7% | +6.4% |
| 6M | +13.6% | -53.6% | +67.2% | +31.1% |
| YTD | +7.6% | -32.4% | +40.0% | +12.4% |
| 1Y | +10.2% | -13.0% | +23.2% | +8.5% |
| 3Y | +79.8% | -15.0% | +94.8% | +63.2% |
| 5Y | +58.0% | -63.5% | +121.5% | +72.3% |
| All | +215.1% | +34.2% | +180.9% | +99.7% |
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 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