+53.8%
ALB vs REPL
-7.7%
+61.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +2.7% |
| 7D | -4.4% | -5.7% | +1.3% | -4.1% |
| 30D | -1.2% | +22.5% | -23.6% | -2.2% |
| 3M | -13.3% | +64.7% | -78.0% | -17.2% |
| 6M | -19.8% | +83.0% | -102.8% | -27.4% |
| YTD | -7.9% | +52.0% | -59.9% | -15.8% |
| 1Y | +60.2% | +144.5% | -84.4% | +37.0% |
| 3Y | -26.4% | -25.1% | -1.4% | -40.9% |
| 5Y | -42.5% | -52.9% | +10.3% | -52.7% |
| All | +53.8% | -7.7% | +61.5% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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