+53.5%
ALAB vs FE
+5.8%
+47.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -1.8% |
| 7D | +16.3% | +1.2% | +15.1% | +17.4% |
| 30D | -26.1% | +4.5% | -30.7% | -23.4% |
| 3M | -31.3% | +1.3% | -32.6% | -30.4% |
| 6M | -1.0% | +8.7% | -9.7% | +3.3% |
| YTD | +33.3% | +9.2% | +24.1% | +34.8% |
| 1Y | +53.5% | +7.0% | +46.6% | +55.9% |
| All | +53.5% | +5.8% | +47.7% | +55.9% |
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