+60.2%
ALB vs ESI
+39.5%
+20.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.4% |
| 7D | -4.4% | +5.4% | -9.8% | -6.5% |
| 30D | -1.2% | -4.2% | +3.0% | +0.3% |
| 3M | -13.3% | -9.6% | -3.7% | -10.7% |
| 6M | -19.8% | +18.3% | -38.1% | -28.1% |
| YTD | -7.9% | +45.8% | -53.8% | -27.0% |
| 1Y | +60.2% | +39.2% | +21.0% | +29.1% |
| All | +60.2% | +39.5% | +20.6% | +29.1% |
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