+38.6%
ALB vs ETR
+378.9%
-340.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | -5.8% | +1.2% | -6.9% | -6.2% |
| 30D | -4.5% | +7.0% | -11.5% | -7.3% |
| 3M | -28.1% | +4.6% | -32.7% | -29.5% |
| 6M | -53.2% | +0.1% | -53.3% | -53.4% |
| YTD | -33.3% | +23.2% | -56.5% | -39.5% |
| 1Y | -17.4% | +20.6% | -38.0% | -24.4% |
| 3Y | -14.1% | +156.3% | -170.4% | -44.9% |
| 5Y | -64.0% | +159.6% | -223.7% | -77.5% |
| All | +38.6% | +378.9% | -340.3% | -23.6% |
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