-12.9%
ALB vs ES
+46.3%
-59.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.8% | +1.9% |
| 7D | +9.1% | +1.9% | +7.2% | +8.3% |
| 30D | -3.4% | +7.1% | -10.5% | -5.9% |
| 3M | -20.6% | -1.9% | -18.7% | -20.2% |
| 6M | -48.2% | +4.4% | -52.5% | -49.5% |
| YTD | -29.2% | +7.3% | -36.6% | -32.1% |
| 1Y | +10.0% | +2.1% | +7.9% | +6.7% |
| 3Y | -12.9% | +41.8% | -54.7% | -39.4% |
| All | -12.9% | +46.3% | -59.2% | -39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling