+400.4%
ALAB vs ES
+34.3%
+366.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.6% | +10.3% | +9.4% |
| 7D | +7.2% | +0.3% | +6.9% | +7.4% |
| 30D | -2.5% | -2.0% | -0.6% | -3.5% |
| 3M | -13.3% | +1.7% | -15.0% | -12.0% |
| 6M | +172.8% | -3.5% | +176.4% | +168.9% |
| YTD | +86.6% | +7.9% | +78.7% | +96.1% |
| 1Y | +65.2% | +17.2% | +48.0% | +86.3% |
| All | +400.4% | +34.3% | +366.1% | +545.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling