+248.8%
EW vs ALB
+35.3%
+213.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.6% |
| 7D | +6.5% | +1.1% | +5.4% | +6.3% |
| 30D | +22.5% | -2.6% | +25.1% | +22.9% |
| 3M | +13.0% | -25.6% | +38.5% | +17.9% |
| 6M | +37.1% | -54.0% | +91.1% | +54.0% |
| YTD | +24.1% | -31.6% | +55.7% | +28.6% |
| 1Y | +24.2% | -6.6% | +30.8% | +21.6% |
| 3Y | +64.8% | -14.0% | +78.8% | +52.2% |
| 5Y | -7.4% | -62.5% | +55.1% | -0.5% |
| 10Y | +248.8% | +36.3% | +212.5% | +113.8% |
| All | +248.8% | +35.3% | +213.4% | +113.8% |
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