+169.4%
XLV vs ALB
+78.3%
+91.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.3% | +0.2% |
| 7D | -3.6% | -6.6% | +3.1% | -2.8% |
| 30D | -1.8% | -8.1% | +6.3% | -1.0% |
| 3M | +7.8% | -25.7% | +33.5% | +11.2% |
| 6M | +9.1% | -29.5% | +38.6% | +12.4% |
| YTD | +7.7% | -16.2% | +23.9% | +8.1% |
| 1Y | +20.4% | +59.2% | -38.8% | +10.5% |
| 3Y | +30.8% | -33.7% | +64.5% | +30.0% |
| 5Y | +34.6% | -48.1% | +82.7% | +33.8% |
| All | +169.4% | +78.3% | +91.1% | +91.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling