+508.9%
XLP vs ALB
+1,790.1%
-1,281.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.7% | -0.2% |
| 7D | -1.0% | -8.1% | +7.0% | +0.1% |
| 30D | -0.9% | +6.3% | -7.1% | -1.8% |
| 3M | +3.8% | -23.6% | +27.4% | +7.1% |
| 6M | -1.7% | -24.6% | +22.9% | +0.9% |
| YTD | +10.3% | -10.3% | +20.5% | +9.8% |
| 1Y | +7.8% | +61.5% | -53.7% | -2.2% |
| 3Y | +27.2% | -34.0% | +61.2% | +25.8% |
| 5Y | +32.5% | -44.6% | +77.1% | +29.4% |
| 10Y | +101.8% | +76.1% | +25.7% | +48.4% |
| All | +508.9% | +1,790.1% | -1,281.1% | +175.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling