+124.8%
AA vs ALB
+78.9%
+45.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.6% | +0.9% | +2.2% |
| 7D | +1.7% | -4.4% | +6.1% | +3.9% |
| 30D | +3.3% | -1.2% | +4.5% | +3.4% |
| 3M | -29.4% | -13.3% | -16.1% | -25.0% |
| 6M | -12.8% | -19.8% | +6.9% | -5.5% |
| YTD | -2.1% | -7.9% | +5.8% | -2.5% |
| 1Y | +62.8% | +60.2% | +2.6% | +17.8% |
| 3Y | +90.5% | -26.4% | +116.9% | +88.0% |
| 5Y | +19.1% | -42.5% | +61.6% | +25.9% |
| 10Y | +124.8% | +83.0% | +41.8% | +12.9% |
| All | +124.8% | +78.9% | +45.8% | +12.9% |
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