+42.7%
XLP vs ALB
-61.8%
+104.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.6% | -4.3% | -0.9% |
| 7D | +3.5% | +5.5% | -2.0% | +3.2% |
| 30D | +11.6% | -7.5% | +19.1% | +11.9% |
| 3M | +7.6% | -16.9% | +24.6% | +8.4% |
| 6M | +10.0% | -49.2% | +59.2% | +13.1% |
| YTD | +19.7% | -29.9% | +49.6% | +20.6% |
| 1Y | +23.5% | +8.2% | +15.3% | +21.5% |
| 3Y | +44.0% | -19.4% | +63.4% | +40.8% |
| 5Y | +42.7% | -61.6% | +104.3% | +42.5% |
| All | +42.7% | -61.8% | +104.5% | +42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling