+28.4%
XLY vs ALB
-48.5%
+76.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.4% | +4.3% | +1.6% |
| 7D | -1.7% | -6.6% | +4.9% | -0.3% |
| 30D | -4.2% | -8.1% | +3.9% | -2.7% |
| 3M | -2.7% | -25.7% | +23.0% | +3.0% |
| 6M | -0.6% | -29.5% | +28.8% | +5.0% |
| YTD | -5.0% | -16.2% | +11.2% | -4.5% |
| 1Y | -4.1% | +59.2% | -63.3% | -18.4% |
| 3Y | +33.6% | -33.7% | +67.3% | +33.8% |
| All | +28.4% | -48.5% | +76.9% | +28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling