+33.0%
ALB vs EL
+60.9%
-27.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.2% | -4.5% | -4.3% |
| 7D | +5.3% | +7.6% | -2.4% | +1.7% |
| 30D | -6.3% | +15.7% | -21.9% | -12.6% |
| 3M | -27.4% | +30.5% | -57.9% | -36.7% |
| 6M | -53.1% | +32.5% | -85.6% | -59.8% |
| YTD | -32.3% | +9.4% | -41.8% | -38.3% |
| 1Y | -7.3% | +28.4% | -35.7% | -22.7% |
| 3Y | -14.9% | +4.4% | -19.4% | -27.3% |
| 5Y | -62.0% | -64.5% | +2.5% | -42.3% |
| 10Y | +33.0% | +64.9% | -31.9% | -3.2% |
| All | +33.0% | +60.9% | -27.9% | -3.2% |
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 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