+1,101.4%
XLY vs ALB
+1,784.5%
-683.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.5% | -0.5% |
| 7D | -2.1% | -8.6% | +6.5% | +0.4% |
| 30D | -6.0% | -4.0% | -2.0% | -5.2% |
| 3M | -2.7% | -17.4% | +14.6% | +1.8% |
| 6M | -1.5% | -25.4% | +23.9% | +4.7% |
| YTD | -5.4% | -10.5% | +5.1% | -6.1% |
| 1Y | -3.8% | +75.8% | -79.7% | -23.6% |
| 3Y | +36.6% | -28.5% | +65.1% | +30.4% |
| 5Y | +27.4% | -45.1% | +72.5% | +25.5% |
| 10Y | +218.2% | +87.3% | +130.9% | +83.0% |
| All | +1,101.4% | +1,784.5% | -683.1% | +190.2% |
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 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