+11.6%
ALB vs NIO
-43.5%
+55.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.9% | -5.0% | -0.1% |
| 7D | +9.1% | +5.6% | +3.5% | +8.0% |
| 30D | -3.4% | -4.2% | +0.8% | -2.8% |
| 3M | -20.6% | -26.3% | +5.7% | -16.5% |
| 6M | -48.2% | -42.5% | -5.6% | -43.3% |
| YTD | -29.2% | -33.5% | +4.3% | -25.0% |
| 1Y | +10.0% | -52.7% | +62.7% | +22.9% |
| 3Y | -12.9% | -57.5% | +44.6% | -6.1% |
| 5Y | -61.3% | -92.0% | +30.7% | -51.4% |
| All | +11.6% | -43.5% | +55.1% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 10y: compounded portfolio wealth divided by compounded NIO 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…
10y analysis · Full analysis span regression · 6 months rolling