+41.9%
XLP vs ALB
-16.8%
+58.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.3% |
| 7D | +0.7% | +9.1% | -8.3% | +0.5% |
| 30D | +10.3% | -3.4% | +13.7% | +10.3% |
| 3M | +6.5% | -20.6% | +27.1% | +7.2% |
| 6M | +8.4% | -48.2% | +56.5% | +10.5% |
| YTD | +18.2% | -29.2% | +47.4% | +18.6% |
| 1Y | +22.4% | +10.0% | +12.4% | +20.5% |
| 3Y | +41.9% | -12.9% | +54.8% | +37.8% |
| All | +41.9% | -16.8% | +58.7% | +37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling