-14.9%
ALB vs ETR
+152.8%
-167.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.1% | -4.2% | -4.2% |
| 7D | +5.3% | +2.6% | +2.7% | +4.4% |
| 30D | -6.3% | +8.7% | -14.9% | -8.9% |
| 3M | -27.4% | +6.4% | -33.8% | -29.0% |
| 6M | -53.1% | +0.7% | -53.8% | -53.4% |
| YTD | -32.3% | +23.0% | -55.4% | -37.3% |
| 1Y | -7.3% | +17.9% | -25.2% | -13.0% |
| 3Y | -14.9% | +154.9% | -169.8% | -55.5% |
| All | -14.9% | +152.8% | -167.8% | -55.5% |
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