-43.9%
ALB vs ECL
+31.2%
-75.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.6% | -4.5% |
| 7D | -8.1% | -2.6% | -5.5% | -6.4% |
| 30D | +6.3% | -2.2% | +8.4% | +7.6% |
| 3M | -23.6% | +10.1% | -33.7% | -29.2% |
| 6M | -24.6% | -5.7% | -18.9% | -22.4% |
| YTD | -10.3% | +7.0% | -17.2% | -15.6% |
| 1Y | +61.5% | +2.7% | +58.8% | +55.5% |
| 3Y | -34.0% | +57.7% | -91.7% | -53.4% |
| All | -43.9% | +31.2% | -75.1% | -56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling