+1,752.2%
ALB vs EL
+1,792.3%
-40.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | 0.0% |
| 7D | +9.1% | +0.8% | +8.3% | +8.6% |
| 30D | -3.4% | +16.5% | -19.9% | -9.4% |
| 3M | -20.6% | +29.2% | -49.8% | -29.1% |
| 6M | -48.2% | +27.9% | -76.1% | -53.9% |
| YTD | -29.2% | +6.2% | -35.4% | -34.0% |
| 1Y | +10.0% | +27.2% | -17.2% | -5.1% |
| 3Y | -12.9% | +3.2% | -16.1% | -22.3% |
| 5Y | -61.3% | -66.0% | +4.7% | -47.4% |
| 10Y | +35.8% | +58.3% | -22.5% | +3.1% |
| All | +1,752.2% | +1,792.3% | -40.1% | +631.0% |
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 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