+24.5%
ALAB vs ET
+24.7%
-0.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.5% | -1.0% | -4.7% |
| 7D | -24.9% | -6.0% | -18.8% | -25.3% |
| 30D | -38.4% | -6.1% | -32.3% | -38.8% |
| 3M | -38.3% | -2.7% | -35.6% | -38.1% |
| 6M | +10.9% | +0.2% | +10.7% | +13.1% |
| YTD | +34.2% | +24.3% | +9.9% | +6.2% |
| 1Y | +24.5% | +26.4% | -1.9% | -5.2% |
| All | +24.5% | +24.7% | -0.2% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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