-42.5%
ALB vs ETR
+129.9%
-172.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.4% | +2.2% |
| 7D | -4.4% | +1.4% | -5.8% | -4.8% |
| 30D | -1.2% | +1.9% | -3.0% | -1.9% |
| 3M | -13.3% | +1.0% | -14.3% | -13.9% |
| 6M | -19.8% | +4.8% | -24.6% | -21.5% |
| YTD | -7.9% | +19.5% | -27.5% | -13.9% |
| 1Y | +60.2% | +28.1% | +32.0% | +46.1% |
| 3Y | -26.4% | +151.1% | -177.6% | -48.7% |
| 5Y | -42.5% | +125.2% | -167.7% | -58.9% |
| All | -42.5% | +129.9% | -172.5% | -58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling