+2,254.7%
ALB vs ES
+826.9%
+1,427.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.8% | +2.1% |
| 7D | +9.1% | +1.9% | +7.2% | +8.2% |
| 30D | -3.4% | +7.1% | -10.5% | -6.3% |
| 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% | -32.1% |
| 1Y | +10.0% | +2.1% | +7.9% | +7.1% |
| 3Y | -12.9% | +41.8% | -54.7% | -27.5% |
| 5Y | -61.3% | +1.4% | -62.7% | -63.3% |
| 10Y | +35.8% | +86.8% | -51.0% | -3.0% |
| All | +2,254.7% | +826.9% | +1,427.8% | +924.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling