+46.7%
XLU vs ALB
-31.4%
+78.1%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | -0.8% |
| 7D | -1.2% | -7.6% | +6.4% | -0.7% |
| 30D | -2.5% | -5.6% | +3.1% | -2.3% |
| 3M | -2.7% | -16.8% | +14.1% | -1.8% |
| 6M | -7.5% | -26.3% | +18.9% | -6.1% |
| YTD | +0.9% | -13.2% | +14.2% | +1.0% |
| 1Y | +3.3% | +68.8% | -65.5% | -1.8% |
| All | +46.7% | -31.4% | +78.1% | +44.9% |
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