-14.9%
ALB vs ES
+46.6%
-61.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.2% | -4.4% | -4.3% |
| 7D | +5.3% | +0.9% | +4.4% | +4.9% |
| 30D | -6.3% | +5.9% | -12.2% | -8.3% |
| 3M | -27.4% | -1.0% | -26.4% | -27.3% |
| 6M | -53.1% | +7.2% | -60.2% | -54.8% |
| YTD | -32.3% | +7.0% | -39.3% | -34.9% |
| 1Y | -7.3% | +0.5% | -7.8% | -9.3% |
| 3Y | -14.9% | +48.7% | -63.6% | -44.7% |
| All | -14.9% | +46.6% | -61.5% | -44.7% |
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