+207.4%
ALAB vs FE
+34.3%
+173.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.4% | +7.7% | +5.2% |
| 7D | -26.3% | -1.0% | -25.3% | -26.7% |
| 30D | -50.1% | +4.1% | -54.3% | -48.4% |
| 3M | -42.5% | -1.0% | -41.5% | -42.7% |
| 6M | -10.8% | +4.0% | -14.8% | -7.7% |
| YTD | +14.6% | +6.8% | +7.8% | +21.3% |
| 1Y | +17.1% | +5.3% | +11.8% | +23.1% |
| All | +207.4% | +34.3% | +173.2% | +383.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling