+384.5%
ALAB vs ET
+66.5%
+318.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.3% | +3.3% |
| 7D | +9.6% | +0.6% | +9.0% | +9.0% |
| 30D | -5.3% | +5.3% | -10.6% | -9.8% |
| 3M | -12.0% | +15.6% | -27.7% | -25.2% |
| 6M | +145.7% | +20.6% | +125.1% | +96.7% |
| YTD | +80.7% | +38.5% | +42.1% | +21.5% |
| 1Y | +40.1% | +35.7% | +4.4% | -3.4% |
| All | +384.5% | +66.5% | +318.0% | +212.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling