+135.4%
XLP vs ALB
+34.3%
+101.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.2% | +4.4% | +0.5% |
| 7D | +2.3% | +5.3% | -2.9% | +1.9% |
| 30D | +9.1% | -6.3% | +15.4% | +9.6% |
| 3M | +7.9% | -27.4% | +35.3% | +10.6% |
| 6M | +9.6% | -53.1% | +62.7% | +16.4% |
| YTD | +19.4% | -32.3% | +51.8% | +21.7% |
| 1Y | +22.4% | -7.3% | +29.7% | +20.9% |
| 3Y | +43.2% | -14.9% | +58.1% | +37.5% |
| 5Y | +42.6% | -62.0% | +104.6% | +46.9% |
| 10Y | +135.4% | +33.0% | +102.4% | +81.3% |
| All | +135.4% | +34.3% | +101.1% | +81.3% |
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