+40.8%
ALB vs FE
+108.0%
-67.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.3% |
| 7D | +9.5% | -1.1% | +10.6% | +9.9% |
| 30D | -2.1% | +4.6% | -6.8% | -3.9% |
| 3M | -24.1% | -0.8% | -23.3% | -24.0% |
| 6M | -51.0% | +7.3% | -58.3% | -52.6% |
| YTD | -29.3% | +8.3% | -37.7% | -32.2% |
| 1Y | +3.2% | +5.7% | -2.5% | -0.1% |
| 3Y | -9.3% | +49.0% | -58.3% | -25.0% |
| 5Y | -61.6% | +49.2% | -110.8% | -68.4% |
| 10Y | +40.8% | +110.7% | -69.9% | +9.0% |
| All | +40.8% | +108.0% | -67.2% | +9.0% |
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 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