+53.6%
AA vs ALB
+38.2%
+15.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.1% | +5.9% | +5.8% |
| 7D | +4.8% | +9.5% | -4.6% | -0.1% |
| 30D | -0.6% | -2.1% | +1.5% | +0.1% |
| 3M | -16.3% | -24.1% | +7.9% | -4.6% |
| 6M | -33.4% | -51.0% | +17.6% | -5.7% |
| YTD | -20.7% | -29.3% | +8.6% | -10.0% |
| 1Y | +12.9% | +3.2% | +9.8% | +3.9% |
| 3Y | +75.7% | -9.3% | +85.0% | +51.2% |
| 5Y | -6.8% | -61.6% | +54.8% | +23.2% |
| 10Y | +53.6% | +40.8% | +12.8% | -10.2% |
| All | +53.6% | +38.2% | +15.4% | -10.2% |
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 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