+139.5%
XLP vs ALB
+32.4%
+107.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.8% | +1.5% |
| 7D | +2.5% | -5.8% | +8.3% | +3.0% |
| 30D | +7.3% | -4.5% | +11.8% | +7.6% |
| 3M | +8.1% | -28.1% | +36.2% | +10.9% |
| 6M | +10.5% | -53.2% | +63.7% | +17.3% |
| YTD | +21.2% | -33.3% | +54.5% | +23.7% |
| 1Y | +22.7% | -17.4% | +40.1% | +22.5% |
| 3Y | +44.8% | -14.1% | +58.9% | +38.8% |
| 5Y | +44.7% | -64.0% | +108.8% | +50.2% |
| All | +139.5% | +32.4% | +107.2% | +85.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling