+400.4%
ALAB vs ET
+65.1%
+335.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.3% | +9.5% | +9.5% |
| 7D | +7.2% | +0.9% | +6.3% | +6.4% |
| 30D | -2.5% | +7.5% | -10.0% | -9.2% |
| 3M | -13.3% | +11.4% | -24.7% | -23.1% |
| 6M | +172.8% | +18.5% | +154.3% | +122.3% |
| YTD | +86.6% | +37.4% | +49.2% | +26.5% |
| 1Y | +65.2% | +30.9% | +34.2% | +18.5% |
| All | +400.4% | +65.1% | +335.3% | +225.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling