+2,885.9%
ALB vs ETR
+2,397.9%
+487.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -4.0% | -4.3% |
| 7D | -8.1% | +1.4% | -9.5% | -8.6% |
| 30D | +6.3% | +1.0% | +5.3% | +5.7% |
| 3M | -23.6% | -1.3% | -22.3% | -23.5% |
| 6M | -24.6% | +1.9% | -26.5% | -25.6% |
| YTD | -10.3% | +18.2% | -28.4% | -16.5% |
| 1Y | +61.5% | +24.7% | +36.8% | +47.0% |
| 3Y | -34.0% | +150.7% | -184.7% | -55.2% |
| 5Y | -44.6% | +127.0% | -171.6% | -61.4% |
| 10Y | +76.1% | +295.5% | -219.4% | -3.1% |
| All | +2,885.9% | +2,397.9% | +487.9% | +1,202.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling