+358.7%
ALAB vs ET
+66.9%
+291.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.2% | -5.6% | -5.5% |
| 7D | +0.6% | +1.4% | -0.7% | -0.6% |
| 30D | -8.8% | +4.6% | -13.4% | -12.6% |
| 3M | -14.0% | +16.0% | -30.0% | -27.1% |
| 6M | +144.3% | +22.8% | +121.5% | +91.3% |
| YTD | +71.0% | +38.9% | +32.2% | +14.8% |
| 1Y | +23.5% | +34.1% | -10.6% | -13.6% |
| All | +358.7% | +66.9% | +291.8% | +195.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling