+10.6%
XLI vs ALB
-6.3%
+17.0%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.2% | +4.1% | +0.2% |
| 7D | -1.5% | +5.3% | -6.8% | -1.9% |
| 30D | -0.3% | -6.3% | +6.0% | +0.2% |
| 3M | -8.4% | -27.4% | +19.1% | -6.1% |
| 6M | -2.1% | -53.1% | +51.0% | +3.3% |
| YTD | +9.6% | -32.3% | +42.0% | +11.5% |
| All | +10.6% | -6.3% | +17.0% | +10.2% |
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 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