+59.2%
ALB vs ET
+33.4%
+25.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -3.3% |
| 7D | -6.6% | +0.2% | -6.9% | -6.7% |
| 30D | -8.1% | +2.9% | -11.0% | -8.6% |
| 3M | -25.7% | +16.8% | -42.5% | -28.3% |
| 6M | -29.5% | +18.9% | -48.3% | -33.2% |
| YTD | -16.2% | +37.7% | -53.9% | -27.2% |
| 1Y | +59.2% | +32.4% | +26.8% | +41.3% |
| All | +59.2% | +33.4% | +25.8% | +41.3% |
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