+101.4%
XLP vs ALB
+75.7%
+25.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.7% | -0.4% |
| 7D | -1.0% | -8.1% | +7.0% | -0.3% |
| 30D | -0.9% | +6.3% | -7.1% | -1.5% |
| 3M | +3.8% | -23.6% | +27.4% | +6.0% |
| 6M | -1.7% | -24.6% | +22.9% | -0.1% |
| YTD | +10.3% | -10.3% | +20.5% | +9.9% |
| 1Y | +7.8% | +61.5% | -53.7% | +0.8% |
| 3Y | +27.2% | -34.0% | +61.2% | +27.3% |
| 5Y | +32.5% | -44.6% | +77.1% | +31.3% |
| All | +101.4% | +75.7% | +25.6% | +46.7% |
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