+365.7%
ALAB vs ET
+65.2%
+300.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | 0.0% | -7.0% | -7.0% |
| 7D | +3.2% | +0.4% | +2.8% | +2.8% |
| 30D | -13.6% | +6.9% | -20.4% | -19.0% |
| 3M | -16.6% | +13.1% | -29.7% | -27.3% |
| 6M | +142.3% | +18.7% | +123.6% | +97.2% |
| YTD | +73.6% | +37.4% | +36.2% | +17.6% |
| 1Y | +33.7% | +34.8% | -1.2% | -7.4% |
| All | +365.7% | +65.2% | +300.4% | +202.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling