+1,117.4%
XLI vs ALB
+1,790.1%
-672.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.4% | +4.9% | +1.7% |
| 7D | -1.1% | -8.1% | +7.0% | +1.3% |
| 30D | -5.9% | +6.3% | -12.2% | -7.9% |
| 3M | -0.3% | -23.6% | +23.3% | +6.7% |
| 6M | +0.1% | -24.6% | +24.7% | +6.1% |
| YTD | +13.6% | -10.3% | +23.9% | +12.8% |
| 1Y | +17.2% | +61.5% | -44.3% | -4.4% |
| 3Y | +68.2% | -34.0% | +102.2% | +63.9% |
| 5Y | +80.7% | -44.6% | +125.3% | +73.5% |
| 10Y | +253.3% | +76.1% | +177.2% | +99.0% |
| All | +1,117.4% | +1,790.1% | -672.6% | +186.0% |
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