+2,885.9%
ALB vs ES
+832.0%
+2,053.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.9% | -4.2% |
| 7D | -8.1% | +0.3% | -8.4% | -8.2% |
| 30D | +6.3% | -2.0% | +8.2% | +7.0% |
| 3M | -23.6% | +1.7% | -25.2% | -24.6% |
| 6M | -24.6% | -3.5% | -21.1% | -24.1% |
| YTD | -10.3% | +7.9% | -18.2% | -14.1% |
| 1Y | +61.5% | +17.2% | +44.3% | +47.5% |
| 3Y | -34.0% | +29.3% | -63.3% | -43.0% |
| 5Y | -44.6% | -5.7% | -38.8% | -45.8% |
| 10Y | +76.1% | +85.2% | -9.1% | +26.3% |
| All | +2,885.9% | +832.0% | +2,053.9% | +1,196.6% |
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