+126.3%
ALB vs ESI
+224.6%
-98.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.9% | -7.4% | -5.8% |
| 7D | -8.1% | +3.3% | -11.4% | -9.6% |
| 30D | +6.3% | -5.9% | +12.1% | +8.7% |
| 3M | -23.6% | -14.1% | -9.5% | -19.1% |
| 6M | -24.6% | +6.6% | -31.2% | -28.7% |
| YTD | -10.3% | +45.0% | -55.3% | -26.7% |
| 1Y | +61.5% | +41.5% | +20.0% | +33.1% |
| 3Y | -34.0% | +78.8% | -112.7% | -50.6% |
| 5Y | -44.6% | +70.9% | -115.5% | -57.7% |
| 10Y | +76.1% | +317.1% | -241.0% | -3.6% |
| All | +126.3% | +224.6% | -98.3% | +40.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling