+83.0%
ALB vs EL
+31.4%
+51.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.7% | +3.6% |
| 7D | -4.4% | +1.7% | -6.1% | -5.2% |
| 30D | -1.2% | +15.5% | -16.7% | -8.3% |
| 3M | -13.3% | +20.6% | -33.9% | -21.4% |
| 6M | -19.8% | +10.5% | -30.2% | -26.1% |
| YTD | -7.9% | -1.9% | -6.1% | -11.4% |
| 1Y | +60.2% | +16.1% | +44.1% | +40.2% |
| 3Y | -26.4% | -30.2% | +3.8% | -22.8% |
| 5Y | -42.5% | -67.4% | +24.9% | -9.4% |
| 10Y | +83.0% | +31.2% | +51.8% | +49.8% |
| All | +83.0% | +31.4% | +51.6% | +49.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling