+8.6%
ALB vs ETR
+18.4%
-9.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.7% | +2.6% | +4.6% |
| 7D | -2.1% | +3.7% | -5.8% | -3.0% |
| 30D | -9.0% | +11.0% | -20.0% | -11.5% |
| 3M | -21.1% | +3.4% | -24.5% | -22.0% |
| 6M | -49.9% | -3.3% | -46.6% | -49.6% |
| YTD | -32.3% | +23.3% | -55.5% | -35.3% |
| 1Y | +8.6% | +19.2% | -10.6% | +4.9% |
| All | +8.6% | +18.4% | -9.8% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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