+272.3%
ALAB vs ES
+34.9%
+237.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.3% | +5.5% | +7.6% |
| 7D | +3.4% | +0.1% | +3.3% | +3.9% |
| 30D | -28.8% | +6.7% | -35.5% | -25.4% |
| 3M | -26.0% | +0.3% | -26.3% | -25.0% |
| 6M | +11.4% | +7.4% | +4.0% | +17.3% |
| YTD | +38.8% | +8.4% | +30.4% | +47.9% |
| 1Y | +37.8% | +0.6% | +37.2% | +42.1% |
| All | +272.3% | +34.9% | +237.3% | +386.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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