-14.1%
ALB vs ESI
+79.1%
-93.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.0% |
| 7D | -5.8% | +5.5% | -11.3% | -8.8% |
| 30D | -4.5% | -7.8% | +3.2% | -1.0% |
| 3M | -28.1% | -15.0% | -13.1% | -22.3% |
| 6M | -53.2% | -24.9% | -28.3% | -46.1% |
| YTD | -33.3% | +33.2% | -66.5% | -51.7% |
| 1Y | -17.4% | +24.9% | -42.4% | -37.4% |
| 3Y | -14.1% | +77.8% | -91.9% | -62.8% |
| All | -14.1% | +79.1% | -93.2% | -62.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling