+36.3%
ALB vs ETR
+374.5%
-338.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | -2.6% | +7.7% | -10.3% | -5.6% |
| 3M | -25.6% | +5.7% | -31.3% | -27.4% |
| 6M | -54.0% | -0.3% | -53.8% | -54.2% |
| YTD | -31.6% | +23.4% | -54.9% | -37.9% |
| 1Y | -6.6% | +18.5% | -25.0% | -13.8% |
| 3Y | -14.0% | +155.6% | -169.6% | -44.7% |
| 5Y | -62.5% | +158.7% | -221.2% | -76.5% |
| 10Y | +36.3% | +377.8% | -341.5% | -23.8% |
| All | +36.3% | +374.5% | -338.2% | -23.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling