+189.3%
ALAB vs ES
+37.6%
+151.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | +2.1% | -21.7% | -18.4% |
| 7D | -38.2% | +5.9% | -44.1% | -35.8% |
| 30D | -54.0% | +10.2% | -64.2% | -50.9% |
| 3M | -43.6% | +0.4% | -44.0% | -42.9% |
| 6M | -16.8% | +6.9% | -23.7% | -12.6% |
| YTD | +7.9% | +10.5% | -2.6% | +16.2% |
| 1Y | -1.4% | +3.2% | -4.6% | +3.0% |
| All | +189.3% | +37.6% | +151.8% | +282.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling