+61.5%
ALB vs EL
+14.8%
+46.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.0% | -7.4% | -4.9% |
| 7D | -8.1% | +0.8% | -8.9% | -8.2% |
| 30D | +6.3% | +19.8% | -13.6% | +2.8% |
| 3M | -23.6% | +25.7% | -49.3% | -26.7% |
| 6M | -24.6% | +5.4% | -30.1% | -23.5% |
| YTD | -10.3% | +0.2% | -10.5% | -7.7% |
| 1Y | +61.5% | +20.4% | +41.0% | +57.2% |
| All | +61.5% | +14.8% | +46.7% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling