-45.1%
ALB vs ET
+242.4%
-287.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -3.3% |
| 7D | -8.6% | +0.6% | -9.2% | -8.9% |
| 30D | -4.0% | +5.3% | -9.3% | -6.9% |
| 3M | -17.4% | +15.6% | -33.0% | -24.4% |
| 6M | -25.4% | +20.6% | -46.0% | -33.7% |
| YTD | -10.5% | +38.5% | -49.1% | -26.9% |
| 1Y | +75.8% | +35.7% | +40.1% | +45.3% |
| 3Y | -28.5% | +98.4% | -126.9% | -54.3% |
| 5Y | -45.1% | +245.3% | -290.4% | -72.7% |
| All | -45.1% | +242.4% | -287.5% | -72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling