+239.8%
EW vs ALB
+38.2%
+201.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.5% |
| 7D | +12.3% | +9.5% | +2.8% | +10.7% |
| 30D | +22.9% | -2.1% | +25.0% | +23.2% |
| 3M | +16.7% | -24.1% | +40.9% | +21.5% |
| 6M | +31.0% | -51.0% | +82.0% | +45.6% |
| YTD | +22.8% | -29.3% | +52.2% | +26.6% |
| 1Y | +25.6% | +3.2% | +22.4% | +20.8% |
| 3Y | +62.0% | -9.3% | +71.3% | +48.0% |
| 5Y | -12.8% | -61.6% | +48.9% | -6.6% |
| 10Y | +239.8% | +40.8% | +199.0% | +104.4% |
| All | +239.8% | +38.2% | +201.6% | +104.4% |
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