+31.4%
ALB vs STT
+204.5%
-173.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | +9.1% | -2.5% | +11.5% | +10.6% |
| 30D | -3.4% | -5.0% | +1.5% | -0.6% |
| 3M | -20.6% | -10.5% | -10.1% | -15.5% |
| 6M | -48.2% | +10.0% | -58.2% | -51.8% |
| YTD | -29.2% | +30.7% | -59.9% | -41.1% |
| 1Y | +10.0% | +43.8% | -33.8% | -13.7% |
| 3Y | -12.9% | +168.1% | -181.0% | -52.7% |
| 5Y | -61.3% | +101.4% | -162.7% | -75.7% |
| All | +31.4% | +204.5% | -173.1% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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