+33.6%
XLY vs ALB
-33.9%
+67.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.8% | +4.7% | +1.5% |
| 7D | -1.7% | -6.9% | +5.2% | -0.6% |
| 30D | -4.2% | -8.4% | +4.2% | -3.0% |
| 3M | -2.7% | -25.9% | +23.2% | +1.5% |
| 6M | -0.6% | -29.7% | +29.1% | +3.6% |
| YTD | -5.0% | -16.5% | +11.5% | -4.6% |
| 1Y | -4.1% | +58.7% | -62.8% | -15.3% |
| 3Y | +33.6% | -34.0% | +67.6% | +32.7% |
| All | +33.6% | -33.9% | +67.5% | +32.7% |
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