+83.0%
ALB vs ED
+104.2%
-21.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.3% |
| 7D | -4.4% | +0.5% | -4.9% | -4.6% |
| 30D | -1.2% | +1.1% | -2.3% | -1.6% |
| 3M | -13.3% | +4.6% | -18.0% | -14.9% |
| 6M | -19.8% | -2.0% | -17.8% | -19.6% |
| YTD | -7.9% | +11.7% | -19.6% | -12.0% |
| 1Y | +60.2% | +15.7% | +44.4% | +50.4% |
| 3Y | -26.4% | +34.4% | -60.8% | -36.5% |
| 5Y | -42.5% | +67.3% | -109.8% | -55.6% |
| 10Y | +83.0% | +104.0% | -21.0% | +33.9% |
| All | +83.0% | +104.2% | -21.2% | +33.9% |
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