+52.2%
EW vs ALB
-16.8%
+69.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.3% |
| 7D | +11.0% | +9.1% | +1.9% | +10.6% |
| 30D | +19.1% | -3.4% | +22.5% | +19.2% |
| 3M | +14.4% | -20.6% | +35.0% | +15.4% |
| 6M | +22.8% | -48.2% | +70.9% | +26.3% |
| YTD | +19.8% | -29.2% | +49.1% | +20.7% |
| 1Y | +23.9% | +10.0% | +13.9% | +22.1% |
| 3Y | +52.2% | -12.9% | +65.1% | +47.6% |
| All | +52.2% | -16.8% | +69.0% | +47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling