-62.1%
ALB vs ES
+1.4%
-63.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.8% | +2.0% |
| 7D | +9.1% | +1.9% | +7.2% | +8.3% |
| 30D | -3.4% | +7.1% | -10.5% | -6.0% |
| 3M | -20.6% | -1.9% | -18.7% | -20.1% |
| 6M | -48.2% | +4.4% | -52.5% | -49.5% |
| YTD | -29.2% | +7.3% | -36.6% | -32.0% |
| 1Y | +10.0% | +2.1% | +7.9% | +7.0% |
| 3Y | -12.9% | +41.8% | -54.7% | -29.4% |
| All | -62.1% | +1.4% | -63.6% | -64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling