+65.2%
ALAB vs FE
+11.4%
+53.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.6% | +10.3% | +9.2% |
| 7D | +7.2% | +1.9% | +5.3% | +9.2% |
| 30D | -2.5% | -1.2% | -1.4% | -3.6% |
| 3M | -13.3% | +3.5% | -16.8% | -10.4% |
| 6M | +172.8% | -6.1% | +178.9% | +161.4% |
| YTD | +86.6% | +7.6% | +79.0% | +104.2% |
| 1Y | +65.2% | +11.9% | +53.2% | +114.4% |
| All | +65.2% | +11.4% | +53.7% | +114.4% |
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