-29.2%
ALB vs ET
+97.4%
-126.6%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -3.2% |
| 7D | -8.6% | +0.6% | -9.2% | -8.9% |
| 30D | -4.0% | +5.3% | -9.3% | -6.7% |
| 3M | -17.4% | +15.6% | -33.0% | -23.9% |
| 6M | -25.4% | +20.6% | -46.0% | -33.4% |
| YTD | -10.5% | +38.5% | -49.1% | -26.6% |
| 1Y | +75.8% | +35.7% | +40.1% | +45.8% |
| All | -29.2% | +97.4% | -126.6% | -60.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling