+200.1%
EXC vs ALB
+35.3%
+164.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.1% |
| 7D | -1.4% | +1.1% | -2.4% | -1.5% |
| 30D | +8.3% | -2.6% | +10.9% | +8.5% |
| 3M | +2.6% | -25.6% | +28.2% | +5.7% |
| 6M | +5.2% | -54.0% | +59.2% | +14.0% |
| YTD | +7.5% | -31.6% | +39.1% | +9.9% |
| 1Y | +3.2% | -6.6% | +9.7% | +1.1% |
| 3Y | +29.5% | -14.0% | +43.5% | +22.4% |
| 5Y | +39.7% | -62.5% | +102.2% | +47.8% |
| 10Y | +200.1% | +36.3% | +163.8% | +107.6% |
| All | +200.1% | +35.3% | +164.7% | +107.6% |
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 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