+36.3%
ALB vs ES
+92.3%
-56.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.5% |
| 7D | +1.1% | +0.1% | +0.9% | +1.0% |
| 30D | -2.6% | +6.7% | -9.3% | -5.4% |
| 3M | -25.6% | +0.3% | -25.9% | -25.8% |
| 6M | -54.0% | +7.4% | -61.4% | -55.9% |
| YTD | -31.6% | +8.4% | -40.0% | -34.8% |
| 1Y | -6.6% | +0.6% | -7.2% | -8.6% |
| 3Y | -14.0% | +50.6% | -64.6% | -31.9% |
| 5Y | -62.5% | +4.8% | -67.4% | -65.3% |
| 10Y | +36.3% | +93.1% | -56.8% | +7.6% |
| All | +36.3% | +92.3% | -56.0% | +7.6% |
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