+703.5%
ALB vs ET
+1,435.7%
-732.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -4.4% | +0.4% | -4.8% | -4.5% |
| 30D | -1.2% | +6.9% | -8.0% | -3.4% |
| 3M | -13.3% | +13.1% | -26.4% | -17.0% |
| 6M | -19.8% | +18.7% | -38.5% | -24.6% |
| YTD | -7.9% | +37.4% | -45.4% | -17.6% |
| 1Y | +60.2% | +34.8% | +25.3% | +44.3% |
| 3Y | -26.4% | +96.8% | -123.2% | -41.6% |
| 5Y | -42.5% | +238.2% | -280.8% | -61.7% |
| 10Y | +83.0% | +159.4% | -76.4% | +22.1% |
| All | +703.5% | +1,435.7% | -732.2% | +69.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling