+44.1%
AA vs ALB
+34.2%
+9.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.3% | -0.8% |
| 7D | +5.3% | -3.6% | +8.9% | +7.3% |
| 30D | -2.3% | -2.9% | +0.6% | -1.1% |
| 3M | -20.8% | -25.8% | +5.0% | -8.7% |
| 6M | -39.8% | -53.6% | +13.8% | -12.3% |
| YTD | -23.3% | -32.4% | +9.1% | -11.0% |
| 1Y | +1.8% | -13.0% | +14.9% | +2.5% |
| 3Y | +69.5% | -15.0% | +84.5% | +51.0% |
| 5Y | -18.0% | -63.5% | +45.5% | +11.3% |
| All | +44.1% | +34.2% | +9.9% | -17.6% |
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