+24.4%
ALAB vs FE
+6.0%
+18.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -34.8% |
| 3M | -31.9% | +0.4% | -32.2% | -31.5% |
| 6M | +8.2% | +6.9% | +1.3% | +10.9% |
| YTD | +29.9% | +8.0% | +21.9% | +26.5% |
| 1Y | +24.4% | +4.8% | +19.6% | +25.5% |
| All | +24.4% | +6.0% | +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