+40.8%
ALB vs EL
+63.1%
-22.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -1.4% |
| 7D | +9.5% | +8.0% | +1.4% | +5.6% |
| 30D | -2.1% | +15.4% | -17.5% | -8.7% |
| 3M | -24.1% | +28.5% | -52.7% | -33.3% |
| 6M | -51.0% | +32.2% | -83.2% | -57.9% |
| YTD | -29.3% | +9.2% | -38.5% | -35.5% |
| 1Y | +3.2% | +30.8% | -27.6% | -14.7% |
| 3Y | -9.3% | +3.7% | -13.0% | -22.2% |
| 5Y | -61.6% | -64.8% | +3.2% | -41.4% |
| 10Y | +40.8% | +60.0% | -19.2% | +7.5% |
| All | +40.8% | +63.1% | -22.3% | +7.5% |
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