+33.0%
ALB vs ESI
+306.3%
-273.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -3.9% |
| 7D | +5.3% | -6.6% | +11.9% | +8.7% |
| 30D | -6.3% | -9.8% | +3.6% | -1.6% |
| 3M | -27.4% | -11.9% | -15.5% | -23.4% |
| 6M | -53.1% | -25.1% | -28.0% | -46.2% |
| YTD | -32.3% | +31.9% | -64.2% | -46.8% |
| 1Y | -7.3% | +19.2% | -26.5% | -22.8% |
| 3Y | -14.9% | +76.2% | -91.1% | -44.1% |
| 5Y | -62.0% | +39.4% | -101.4% | -71.7% |
| 10Y | +33.0% | +304.9% | -271.9% | -46.0% |
| All | +33.0% | +306.3% | -273.3% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling