-43.9%
ALB vs EL
-67.1%
+23.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.0% | -7.4% | -5.6% |
| 7D | -8.1% | +0.8% | -8.9% | -8.4% |
| 30D | +6.3% | +19.8% | -13.6% | -1.8% |
| 3M | -23.6% | +25.7% | -49.3% | -30.9% |
| 6M | -24.6% | +5.4% | -30.1% | -28.0% |
| YTD | -10.3% | +0.2% | -10.5% | -13.4% |
| 1Y | +61.5% | +20.4% | +41.0% | +42.2% |
| 3Y | -34.0% | -32.1% | -1.8% | -29.6% |
| All | -43.9% | -67.1% | +23.3% | -9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling