+257.2%
XLI vs ALB
+80.1%
+177.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.3% | -0.9% |
| 7D | -0.6% | -8.6% | +8.0% | +1.2% |
| 30D | -6.9% | -4.0% | -2.9% | -6.3% |
| 3M | -1.9% | -17.4% | +15.5% | +1.5% |
| 6M | +1.0% | -25.4% | +26.4% | +5.7% |
| YTD | +11.3% | -10.5% | +21.9% | +10.9% |
| 1Y | +15.8% | +75.8% | -60.0% | -2.4% |
| 3Y | +69.8% | -28.5% | +98.3% | +65.8% |
| 5Y | +80.9% | -45.1% | +126.0% | +79.1% |
| 10Y | +257.2% | +87.3% | +169.9% | +110.8% |
| All | +257.2% | +80.1% | +177.1% | +110.8% |
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