+33.0%
ALB vs ED
+136.7%
-103.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.8% | -5.0% | -4.5% |
| 7D | +5.3% | +2.1% | +3.1% | +4.6% |
| 30D | -6.3% | +12.4% | -18.7% | -9.8% |
| 3M | -27.4% | +13.1% | -40.5% | -30.3% |
| 6M | -53.1% | +14.1% | -67.1% | -55.2% |
| YTD | -32.3% | +23.1% | -55.4% | -37.3% |
| 1Y | -7.3% | +25.4% | -32.7% | -14.7% |
| 3Y | -14.9% | +47.9% | -62.8% | -28.6% |
| 5Y | -62.0% | +81.9% | -143.9% | -71.3% |
| 10Y | +33.0% | +141.3% | -108.2% | -4.5% |
| All | +33.0% | +136.7% | -103.7% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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