+38.6%
ALB vs EAT
+320.8%
-282.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | -5.8% | -4.0% | -1.8% | -4.9% |
| 30D | -4.5% | -2.9% | -1.6% | -4.2% |
| 3M | -28.1% | -16.9% | -11.2% | -25.4% |
| 6M | -53.2% | +57.0% | -110.1% | -58.5% |
| YTD | -33.3% | +38.2% | -71.5% | -39.7% |
| 1Y | -17.4% | +69.3% | -86.7% | -29.0% |
| 3Y | -14.1% | +483.0% | -497.1% | -47.3% |
| 5Y | -64.0% | +364.1% | -428.2% | -77.6% |
| All | +38.6% | +320.8% | -282.2% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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