+896.5%
XLV vs ALB
+1,784.5%
-888.0%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | +0.2% |
| 7D | -3.7% | -8.6% | +4.9% | -2.2% |
| 30D | -1.1% | -4.0% | +2.9% | -0.6% |
| 3M | +8.2% | -17.4% | +25.6% | +11.2% |
| 6M | +8.9% | -25.4% | +34.3% | +12.8% |
| YTD | +8.5% | -10.5% | +19.1% | +8.0% |
| 1Y | +22.3% | +75.8% | -53.5% | +6.4% |
| 3Y | +32.6% | -28.5% | +61.2% | +28.6% |
| 5Y | +34.4% | -45.1% | +79.5% | +30.7% |
| 10Y | +175.4% | +87.3% | +88.1% | +85.9% |
| All | +896.5% | +1,784.5% | -888.0% | +283.8% |
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