+566.3%
XLP vs ALB
+1,326.2%
-760.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.3% | -1.9% | +2.7% |
| 7D | +5.9% | -2.1% | +7.9% | +6.1% |
| 30D | +13.5% | -9.0% | +22.5% | +14.8% |
| 3M | +8.4% | -21.1% | +29.5% | +11.5% |
| 6M | +11.5% | -49.9% | +61.4% | +21.4% |
| YTD | +20.6% | -32.3% | +52.9% | +24.5% |
| 1Y | +24.3% | +8.6% | +15.7% | +19.6% |
| 3Y | +45.1% | -22.2% | +67.3% | +38.8% |
| 5Y | +44.6% | -63.0% | +107.6% | +49.8% |
| 10Y | +133.1% | +29.9% | +103.1% | +78.4% |
| All | +566.3% | +1,326.2% | -760.0% | +212.3% |
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 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