+1,075.2%
XLI vs ALB
+1,325.6%
-250.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.2% | +4.1% | +1.1% |
| 7D | -1.5% | +5.3% | -6.8% | -3.1% |
| 30D | -0.3% | -6.3% | +6.0% | +1.2% |
| 3M | -8.4% | -27.4% | +19.1% | -0.4% |
| 6M | -2.1% | -53.1% | +51.0% | +19.6% |
| YTD | +9.6% | -32.3% | +42.0% | +17.4% |
| 1Y | +10.7% | -7.3% | +18.0% | +7.3% |
| 3Y | +71.6% | -14.9% | +86.5% | +52.1% |
| 5Y | +70.8% | -62.0% | +132.8% | +83.5% |
| 10Y | +228.0% | +33.0% | +194.9% | +99.5% |
| All | +1,075.2% | +1,325.6% | -250.5% | +197.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling