+124.6%
XLP vs ALB
+33.3%
+91.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.4% |
| 7D | +0.7% | +9.1% | -8.3% | 0.0% |
| 30D | +10.3% | -3.4% | +13.7% | +10.5% |
| 3M | +6.5% | -20.6% | +27.1% | +8.4% |
| 6M | +8.4% | -48.2% | +56.5% | +14.1% |
| YTD | +18.2% | -29.2% | +47.4% | +20.0% |
| 1Y | +22.4% | +10.0% | +12.4% | +19.0% |
| 3Y | +41.9% | -12.9% | +54.8% | +36.1% |
| 5Y | +40.9% | -61.3% | +102.1% | +45.1% |
| All | +124.6% | +33.3% | +91.2% | +72.8% |
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