+226.1%
XLI vs ALB
+32.4%
+193.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.1% |
| 7D | +3.8% | -5.8% | +9.5% | +5.0% |
| 30D | +1.0% | -4.5% | +5.6% | +1.8% |
| 3M | -8.9% | -28.1% | +19.2% | -3.0% |
| 6M | -2.3% | -53.2% | +50.9% | +13.4% |
| YTD | +9.7% | -33.3% | +43.0% | +15.7% |
| 1Y | +12.3% | -17.4% | +29.7% | +12.6% |
| 3Y | +71.5% | -14.1% | +85.6% | +56.2% |
| 5Y | +70.2% | -64.0% | +134.2% | +86.7% |
| All | +226.1% | +32.4% | +193.7% | +114.2% |
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