+65.0%
XLF vs ALB
-48.1%
+113.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | +0.1% |
| 7D | -2.9% | -7.6% | +4.7% | -1.9% |
| 30D | -1.6% | -5.6% | +4.0% | -1.0% |
| 3M | +9.3% | -16.8% | +26.1% | +11.5% |
| 6M | +14.6% | -26.3% | +40.9% | +18.0% |
| YTD | +4.7% | -13.2% | +18.0% | +4.5% |
| 1Y | +8.6% | +68.8% | -60.2% | -3.1% |
| 3Y | +73.9% | -30.7% | +104.5% | +73.2% |
| 5Y | +65.0% | -46.3% | +111.3% | +67.0% |
| All | +65.0% | -48.1% | +113.2% | +67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling