+248.5%
ALAB vs ES
+33.2%
+215.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.2% |
| 7D | -7.5% | +0.9% | -8.3% | -6.6% |
| 30D | -36.8% | +5.9% | -42.7% | -34.1% |
| 3M | -31.9% | -1.0% | -30.8% | -31.4% |
| 6M | +8.2% | +7.2% | +1.0% | +13.7% |
| YTD | +29.9% | +7.0% | +23.0% | +37.5% |
| 1Y | +24.4% | +0.5% | +24.0% | +28.2% |
| All | +248.5% | +33.2% | +215.3% | +352.4% |
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 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