-14.1%
ALB vs ECL
+79.8%
-94.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -2.3% |
| 7D | -5.8% | +2.9% | -8.6% | -7.3% |
| 30D | -4.5% | +7.5% | -12.0% | -8.7% |
| 3M | -28.1% | +12.2% | -40.3% | -33.1% |
| 6M | -53.2% | +24.6% | -77.7% | -59.7% |
| YTD | -33.3% | +18.8% | -52.1% | -41.0% |
| 1Y | -17.4% | +19.3% | -36.8% | -27.2% |
| 3Y | -14.1% | +78.2% | -92.3% | -46.2% |
| All | -14.1% | +79.8% | -94.0% | -46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling