+248.5%
ALAB vs FE
+35.8%
+212.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +0.1% | +13.2% | +13.4% |
| 7D | -7.5% | -0.5% | -6.9% | -7.8% |
| 30D | -36.8% | +4.3% | -41.1% | -34.6% |
| 3M | -31.9% | +0.4% | -32.2% | -31.4% |
| 6M | +8.2% | +6.9% | +1.3% | +14.1% |
| YTD | +29.9% | +8.0% | +21.9% | +38.6% |
| 1Y | +24.4% | +4.8% | +19.6% | +30.3% |
| All | +248.5% | +35.8% | +212.7% | +451.6% |
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