+2,233.8%
ALB vs ES
+854.5%
+1,379.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.1% | +1.5% | +2.7% |
| 7D | +5.5% | +5.9% | -0.5% | +2.9% |
| 30D | -7.5% | +10.2% | -17.7% | -11.4% |
| 3M | -16.9% | +0.4% | -17.4% | -17.2% |
| 6M | -49.2% | +6.9% | -56.1% | -51.0% |
| YTD | -29.9% | +10.5% | -40.4% | -33.5% |
| 1Y | +8.2% | +3.2% | +5.0% | +4.9% |
| 3Y | -19.4% | +49.0% | -68.5% | -34.3% |
| 5Y | -61.6% | +4.5% | -66.1% | -64.0% |
| 10Y | +34.6% | +92.3% | -57.7% | -5.1% |
| All | +2,233.8% | +854.5% | +1,379.3% | +902.9% |
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