-48.2%
ALB vs ED
+10.4%
-58.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +0.6% |
| 7D | +9.1% | +1.6% | +7.4% | +9.3% |
| 30D | -3.4% | +13.3% | -16.7% | -0.8% |
| 3M | -20.6% | +9.7% | -30.3% | -19.6% |
| 6M | -48.2% | +12.8% | -61.0% | -47.0% |
| All | -48.2% | +10.4% | -58.6% | -47.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling