+24.4%
ALAB vs ES
-0.1%
+24.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.2% |
| 7D | -7.5% | +0.9% | -8.3% | -6.7% |
| 30D | -36.8% | +5.9% | -42.7% | -34.5% |
| 3M | -31.9% | -1.0% | -30.8% | -31.3% |
| 6M | +8.2% | +7.2% | +1.0% | +11.0% |
| YTD | +29.9% | +7.0% | +23.0% | +34.4% |
| 1Y | +24.4% | +0.5% | +24.0% | +28.0% |
| All | +24.4% | -0.1% | +24.5% | +28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling