-17.4%
ALB vs ESI
+21.7%
-39.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | -5.8% | +5.5% | -11.3% | -7.5% |
| 30D | -4.5% | -7.8% | +3.2% | -2.4% |
| 3M | -28.1% | -15.0% | -13.1% | -24.5% |
| 6M | -53.2% | -24.9% | -28.3% | -49.0% |
| YTD | -33.3% | +33.2% | -66.5% | -41.8% |
| 1Y | -17.4% | +24.9% | -42.4% | -26.5% |
| All | -17.4% | +21.7% | -39.1% | -26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling