-29.2%
ALB vs ETR
+148.1%
-177.3%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.6% | -2.4% |
| 7D | -8.6% | +0.4% | -9.0% | -8.7% |
| 30D | -4.0% | +2.0% | -6.1% | -4.7% |
| 3M | -17.4% | -1.7% | -15.7% | -17.3% |
| 6M | -25.4% | +3.6% | -29.0% | -26.7% |
| YTD | -10.5% | +18.0% | -28.6% | -15.9% |
| 1Y | +75.8% | +26.2% | +49.6% | +61.7% |
| All | -29.2% | +148.1% | -177.3% | -54.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling