+183.8%
EXC vs ALB
+38.2%
+145.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -1.7% | +9.5% | -11.2% | -2.7% |
| 30D | +9.3% | -2.1% | +11.4% | +9.5% |
| 3M | +1.0% | -24.1% | +25.2% | +3.9% |
| 6M | +5.9% | -51.0% | +56.9% | +14.0% |
| YTD | +7.6% | -29.3% | +37.0% | +9.6% |
| 1Y | +2.4% | +3.2% | -0.8% | -0.8% |
| 3Y | +30.2% | -9.3% | +39.6% | +22.2% |
| 5Y | +41.4% | -61.6% | +103.0% | +49.3% |
| 10Y | +183.8% | +40.8% | +143.0% | +95.9% |
| All | +183.8% | +38.2% | +145.5% | +95.9% |
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