-12.9%
ALB vs ECL
+78.2%
-91.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.8% |
| 7D | +9.1% | -0.8% | +9.8% | +9.4% |
| 30D | -3.4% | +8.1% | -11.5% | -8.0% |
| 3M | -20.6% | +6.4% | -27.0% | -23.7% |
| 6M | -48.2% | +14.8% | -62.9% | -53.0% |
| YTD | -29.2% | +15.5% | -44.7% | -36.3% |
| 1Y | +10.0% | +20.1% | -10.1% | -3.8% |
| 3Y | -12.9% | +77.8% | -90.7% | -44.3% |
| All | -12.9% | +78.2% | -91.1% | -44.3% |
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