+172.1%
EXC vs ALB
+33.3%
+138.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.1% |
| 7D | -1.2% | +9.1% | -10.2% | -2.1% |
| 30D | +10.0% | -3.4% | +13.4% | +10.3% |
| 3M | +1.6% | -20.6% | +22.2% | +3.9% |
| 6M | +3.3% | -48.2% | +51.4% | +10.4% |
| YTD | +7.6% | -29.2% | +36.8% | +9.5% |
| 1Y | +3.5% | +10.0% | -6.5% | -0.7% |
| 3Y | +27.7% | -12.9% | +40.6% | +20.6% |
| 5Y | +41.1% | -61.3% | +102.4% | +48.8% |
| All | +172.1% | +33.3% | +138.8% | +85.3% |
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