+73.4%
ALB vs ET
+177.0%
-103.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.8% | -2.9% | -3.5% |
| 7D | -6.9% | +0.2% | -7.2% | -7.0% |
| 30D | -8.4% | +2.9% | -11.3% | -9.4% |
| 3M | -25.9% | +16.8% | -42.7% | -30.2% |
| 6M | -29.7% | +18.9% | -48.6% | -34.4% |
| YTD | -16.5% | +37.7% | -54.2% | -26.3% |
| 1Y | +58.7% | +32.4% | +26.3% | +42.2% |
| 3Y | -34.0% | +99.5% | -133.4% | -49.1% |
| 5Y | -48.3% | +244.0% | -292.2% | -66.7% |
| All | +73.4% | +177.0% | -103.6% | +29.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling