+72.4%
XLI vs ALB
-29.2%
+101.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.4% | +4.9% | +0.9% |
| 7D | -1.1% | -8.1% | +7.0% | -0.1% |
| 30D | -5.9% | +6.3% | -12.2% | -6.7% |
| 3M | -0.3% | -23.6% | +23.3% | +2.6% |
| 6M | +0.1% | -24.6% | +24.7% | +2.6% |
| YTD | +13.6% | -10.3% | +23.9% | +13.3% |
| 1Y | +17.2% | +61.5% | -44.3% | +7.6% |
| All | +72.4% | -29.2% | +101.6% | +69.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling