+87.3%
ALB vs ETR
+288.4%
-201.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.6% | -2.3% |
| 7D | -8.6% | +0.4% | -9.0% | -8.7% |
| 30D | -4.0% | +2.0% | -6.1% | -5.0% |
| 3M | -17.4% | -1.7% | -15.7% | -17.2% |
| 6M | -25.4% | +3.6% | -29.0% | -27.0% |
| YTD | -10.5% | +18.0% | -28.6% | -17.3% |
| 1Y | +75.8% | +26.2% | +49.6% | +57.8% |
| 3Y | -28.5% | +148.0% | -176.5% | -53.6% |
| 5Y | -45.1% | +126.1% | -171.2% | -63.4% |
| 10Y | +87.3% | +302.3% | -214.9% | +5.8% |
| All | +87.3% | +288.4% | -201.1% | +5.8% |
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