+235.5%
EW vs ALB
+33.3%
+202.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.2% |
| 7D | +11.0% | +9.1% | +1.9% | +9.5% |
| 30D | +19.1% | -3.4% | +22.5% | +19.6% |
| 3M | +14.4% | -20.6% | +35.0% | +18.1% |
| 6M | +22.8% | -48.2% | +70.9% | +35.1% |
| YTD | +19.8% | -29.2% | +49.1% | +23.5% |
| 1Y | +23.9% | +10.0% | +13.9% | +17.9% |
| 3Y | +52.2% | -12.9% | +65.1% | +40.5% |
| 5Y | -13.9% | -61.3% | +47.4% | -8.0% |
| All | +235.5% | +33.3% | +202.1% | +119.8% |
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