+17.2%
XLI vs ALB
+60.9%
-43.7%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.4% | +4.9% | +0.7% |
| 7D | -1.1% | -8.1% | +7.0% | -0.5% |
| 30D | -5.9% | +6.3% | -12.2% | -6.5% |
| 3M | -0.3% | -23.6% | +23.3% | +1.5% |
| 6M | +0.1% | -24.6% | +24.7% | +1.4% |
| YTD | +13.6% | -10.3% | +23.9% | +13.5% |
| 1Y | +17.2% | +61.5% | -44.3% | +13.8% |
| All | +17.2% | +60.9% | -43.7% | +13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling