+24.5%
ALAB vs FE
+6.1%
+18.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | -24.9% | +1.7% | -26.6% | -23.9% |
| 30D | -38.4% | +8.1% | -46.5% | -35.1% |
| 3M | -38.3% | -1.3% | -37.0% | -38.8% |
| 6M | +10.9% | +2.9% | +8.0% | +12.6% |
| YTD | +34.2% | +8.6% | +25.7% | +31.7% |
| 1Y | +24.5% | +6.3% | +18.2% | +25.5% |
| All | +24.5% | +6.1% | +18.4% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 1y: compounded portfolio wealth divided by compounded FE 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…
1y analysis · Full analysis span regression · 6 months rolling