-17.4%
ALB vs ETR
+19.3%
-36.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -5.8% | +1.2% | -6.9% | -6.0% |
| 30D | -4.5% | +7.0% | -11.5% | -6.3% |
| 3M | -28.1% | +4.6% | -32.7% | -29.1% |
| 6M | -53.2% | +0.1% | -53.3% | -53.5% |
| YTD | -33.3% | +23.2% | -56.5% | -36.4% |
| 1Y | -17.4% | +20.6% | -38.0% | -20.9% |
| All | -17.4% | +19.3% | -36.7% | -20.9% |
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