+8.6%
ALB vs ET
+24.7%
-16.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.5% | +8.8% | +5.1% |
| 7D | -2.1% | -6.0% | +4.0% | -2.3% |
| 30D | -9.0% | -6.1% | -2.9% | -9.0% |
| 3M | -21.1% | -2.7% | -18.5% | -21.3% |
| 6M | -49.9% | +0.2% | -50.1% | -49.9% |
| YTD | -32.3% | +24.3% | -56.6% | -34.6% |
| 1Y | +8.6% | +26.4% | -17.8% | +4.1% |
| All | +8.6% | +24.7% | -16.1% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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