-63.4%
ALB vs ED
+85.1%
-148.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -1.6% |
| 7D | -5.8% | +2.1% | -7.8% | -6.0% |
| 30D | -4.5% | +10.4% | -14.9% | -5.7% |
| 3M | -28.1% | +12.5% | -40.6% | -29.2% |
| 6M | -53.2% | +14.9% | -68.1% | -54.1% |
| YTD | -33.3% | +24.8% | -58.1% | -35.7% |
| 1Y | -17.4% | +23.8% | -41.3% | -20.3% |
| 3Y | -14.1% | +51.6% | -65.8% | -24.9% |
| All | -63.4% | +85.1% | -148.5% | -68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling