+207.4%
ALAB vs FE
+35.6%
+171.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.7% | +5.9% |
| 7D | -26.3% | 0.0% | -26.2% | -26.2% |
| 30D | -50.1% | +5.2% | -55.3% | -48.1% |
| 3M | -42.5% | 0.0% | -42.4% | -42.3% |
| 6M | -10.8% | +5.0% | -15.9% | -7.1% |
| YTD | +14.6% | +7.9% | +6.7% | +22.2% |
| 1Y | +17.1% | +6.3% | +10.8% | +23.9% |
| All | +207.4% | +35.6% | +171.8% | +386.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling