+42.8%
XLP vs ALB
-62.4%
+105.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +0.1% | +9.5% | -9.4% | -0.3% |
| 30D | +8.9% | -2.1% | +11.1% | +9.0% |
| 3M | +7.5% | -24.1% | +31.6% | +8.6% |
| 6M | +9.4% | -51.0% | +60.4% | +12.7% |
| YTD | +19.3% | -29.3% | +48.6% | +20.1% |
| 1Y | +21.7% | +3.2% | +18.6% | +20.1% |
| 3Y | +44.0% | -9.3% | +53.3% | +39.8% |
| 5Y | +42.8% | -61.6% | +104.4% | +43.1% |
| All | +42.8% | -62.4% | +105.1% | +43.1% |
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