+2,254.7%
ALB vs ED
+1,823.5%
+431.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.9% |
| 7D | +9.1% | +1.6% | +7.4% | +8.3% |
| 30D | -3.4% | +13.3% | -16.7% | -8.7% |
| 3M | -20.6% | +9.7% | -30.3% | -23.9% |
| 6M | -48.2% | +12.8% | -61.0% | -51.1% |
| YTD | -29.2% | +22.3% | -51.6% | -35.9% |
| 1Y | +10.0% | +26.3% | -16.3% | -1.9% |
| 3Y | -12.9% | +45.0% | -57.9% | -29.0% |
| 5Y | -61.3% | +80.2% | -141.5% | -72.0% |
| 10Y | +35.8% | +129.9% | -94.0% | -15.9% |
| All | +2,254.7% | +1,823.5% | +431.1% | +606.6% |
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