+490.2%
ALB vs ET
+1,311.7%
-821.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -3.6% | +3.0% | -6.6% | -4.6% |
| 30D | -2.9% | -3.5% | +0.6% | -2.0% |
| 3M | -25.8% | -5.6% | -20.2% | -24.7% |
| 6M | -53.6% | +0.5% | -54.1% | -54.0% |
| YTD | -32.4% | +26.3% | -58.7% | -38.0% |
| 1Y | -13.0% | +25.7% | -38.7% | -20.1% |
| 3Y | -15.0% | +85.1% | -100.1% | -31.4% |
| 5Y | -63.5% | +216.4% | -279.9% | -75.1% |
| 10Y | +34.7% | +160.9% | -126.2% | -9.8% |
| All | +490.2% | +1,311.7% | -821.5% | +27.8% |
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