+40.8%
ALB vs ECL
+205.6%
-164.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -1.5% |
| 7D | +9.5% | -0.5% | +10.0% | +9.7% |
| 30D | -2.1% | +8.8% | -11.0% | -8.1% |
| 3M | -24.1% | +7.8% | -32.0% | -28.5% |
| 6M | -51.0% | +21.3% | -72.3% | -57.9% |
| YTD | -29.3% | +17.8% | -47.1% | -38.3% |
| 1Y | +3.2% | +21.1% | -17.9% | -11.8% |
| 3Y | -9.3% | +80.1% | -89.4% | -42.6% |
| 5Y | -61.6% | +40.5% | -102.1% | -71.3% |
| 10Y | +40.8% | +197.7% | -157.0% | -39.8% |
| All | +40.8% | +205.6% | -164.8% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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