+70.0%
XLI vs ALB
-62.4%
+132.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.1% | +4.0% | +3.8% |
| 7D | -0.5% | +9.5% | -9.9% | -1.8% |
| 30D | -0.2% | -2.1% | +1.9% | 0.0% |
| 3M | -8.6% | -24.1% | +15.6% | -5.1% |
| 6M | -2.0% | -51.0% | +49.0% | +8.2% |
| YTD | +9.7% | -29.3% | +39.1% | +13.1% |
| 1Y | +11.4% | +3.2% | +8.2% | +7.7% |
| 3Y | +74.2% | -9.3% | +83.5% | +60.9% |
| 5Y | +70.0% | -61.6% | +131.6% | +79.6% |
| All | +70.0% | -62.4% | +132.3% | +79.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling