+197.7%
EXC vs ALB
+34.3%
+163.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +4.0% | +0.2% |
| 7D | +0.1% | +5.3% | -5.2% | -0.5% |
| 30D | +9.0% | -6.3% | +15.3% | +9.7% |
| 3M | +3.3% | -27.4% | +30.7% | +6.7% |
| 6M | +5.7% | -53.1% | +58.7% | +14.2% |
| YTD | +7.3% | -32.3% | +39.7% | +9.8% |
| 1Y | +2.9% | -7.3% | +10.2% | +1.0% |
| 3Y | +29.3% | -14.9% | +44.2% | +22.3% |
| 5Y | +40.1% | -62.0% | +102.1% | +47.6% |
| 10Y | +197.7% | +33.0% | +164.6% | +105.1% |
| All | +197.7% | +34.3% | +163.3% | +105.1% |
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