-17.4%
ALB vs EL
+23.3%
-40.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.5% |
| 7D | -5.8% | +1.5% | -7.3% | -5.9% |
| 30D | -4.5% | +10.0% | -14.5% | -5.7% |
| 3M | -28.1% | +28.4% | -56.5% | -30.2% |
| 6M | -53.2% | +37.1% | -90.2% | -54.8% |
| YTD | -33.3% | +7.8% | -41.1% | -28.8% |
| 1Y | -17.4% | +26.0% | -43.5% | -7.0% |
| All | -17.4% | +23.3% | -40.7% | -7.0% |
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