+675.5%
BE vs ALB
+22.4%
+653.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.1% | +12.0% | +12.0% |
| 7D | -1.2% | +9.5% | -10.7% | -6.6% |
| 30D | -30.9% | -2.1% | -28.8% | -30.5% |
| 3M | -11.6% | -24.1% | +12.5% | +0.8% |
| 6M | -25.7% | -51.0% | +25.3% | +8.2% |
| YTD | +123.1% | -29.3% | +152.5% | +161.8% |
| 1Y | +43.4% | +3.2% | +40.2% | +35.1% |
| 3Y | +1,683.6% | -9.3% | +1,693.0% | +1,451.5% |
| 5Y | +465.4% | -61.6% | +527.0% | +711.8% |
| All | +675.5% | +22.4% | +653.1% | +398.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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