+74.0%
ALB vs ES
+83.4%
-9.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.9% | -4.2% |
| 7D | -8.1% | +0.3% | -8.4% | -8.2% |
| 30D | +6.3% | -2.0% | +8.2% | +7.0% |
| 3M | -23.6% | +1.7% | -25.2% | -24.6% |
| 6M | -24.6% | -3.5% | -21.1% | -24.1% |
| YTD | -10.3% | +7.9% | -18.2% | -14.3% |
| 1Y | +61.5% | +17.2% | +44.3% | +46.2% |
| 3Y | -34.0% | +29.3% | -63.3% | -44.1% |
| 5Y | -44.6% | -5.7% | -38.8% | -46.1% |
| All | +74.0% | +83.4% | -9.4% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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