+1,749.8%
ALB vs EL
+1,845.6%
-95.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -1.2% |
| 7D | +9.5% | +8.0% | +1.4% | +6.1% |
| 30D | -2.1% | +15.4% | -17.5% | -7.8% |
| 3M | -24.1% | +28.5% | -52.7% | -32.1% |
| 6M | -51.0% | +32.2% | -83.2% | -57.0% |
| YTD | -29.3% | +9.2% | -38.5% | -34.8% |
| 1Y | +3.2% | +30.8% | -27.6% | -12.0% |
| 3Y | -9.3% | +3.7% | -13.0% | -19.3% |
| 5Y | -61.6% | -64.8% | +3.2% | -48.6% |
| 10Y | +40.8% | +60.0% | -19.2% | +6.3% |
| All | +1,749.8% | +1,845.6% | -95.8% | +621.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling