+61.5%
ALB vs FE
+11.4%
+50.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.9% | -4.6% |
| 7D | -8.1% | +1.9% | -10.0% | -7.7% |
| 30D | +6.3% | -1.2% | +7.4% | +6.1% |
| 3M | -23.6% | +3.5% | -27.1% | -23.4% |
| 6M | -24.6% | -6.1% | -18.6% | -24.7% |
| YTD | -10.3% | +7.6% | -17.9% | -7.2% |
| 1Y | +61.5% | +11.9% | +49.5% | +69.3% |
| All | +61.5% | +11.4% | +50.0% | +69.3% |
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 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