-12.9%
ALB vs ESI
+67.9%
-80.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | -0.2% |
| 7D | +9.1% | -8.5% | +17.6% | +14.0% |
| 30D | -3.4% | -15.7% | +12.3% | +5.6% |
| 3M | -20.6% | -18.2% | -2.4% | -12.3% |
| 6M | -48.2% | -28.8% | -19.3% | -38.5% |
| YTD | -29.2% | +26.3% | -55.5% | -47.0% |
| 1Y | +10.0% | +18.2% | -8.2% | -13.7% |
| 3Y | -12.9% | +68.1% | -81.0% | -59.7% |
| All | -12.9% | +67.9% | -80.8% | -59.7% |
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