+14.3%
ALB vs REPL
+36.1%
-21.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.4% | +7.5% | +1.4% |
| 7D | +1.1% | +5.3% | -4.2% | +0.8% |
| 30D | -2.6% | +66.6% | -69.2% | -5.1% |
| 3M | -25.6% | +59.6% | -85.1% | -27.4% |
| 6M | -54.0% | +482.4% | -536.4% | -59.7% |
| YTD | -31.6% | +124.1% | -155.7% | -38.8% |
| 1Y | -6.6% | +138.6% | -145.1% | -16.8% |
| 3Y | -14.0% | +96.0% | -110.0% | -37.8% |
| 5Y | -62.5% | -35.4% | -27.1% | -69.4% |
| All | +14.3% | +36.1% | -21.8% | -28.9% |
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