+2,251.6%
ALB vs ED
+1,820.8%
+430.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +9.5% | -0.1% | +9.5% | +9.5% |
| 30D | -2.1% | +11.6% | -13.7% | -6.8% |
| 3M | -24.1% | +10.5% | -34.7% | -27.5% |
| 6M | -51.0% | +13.2% | -64.2% | -53.9% |
| YTD | -29.3% | +22.1% | -51.5% | -35.9% |
| 1Y | +3.2% | +24.2% | -21.0% | -7.3% |
| 3Y | -9.3% | +46.9% | -56.2% | -26.5% |
| 5Y | -61.6% | +80.8% | -142.4% | -72.3% |
| 10Y | +40.8% | +134.3% | -93.5% | -13.6% |
| All | +2,251.6% | +1,820.8% | +430.8% | +606.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling