+33.0%
ALB vs FE
+110.9%
-77.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.5% | -4.4% |
| 7D | +5.3% | -0.5% | +5.8% | +5.5% |
| 30D | -6.3% | +4.3% | -10.6% | -7.9% |
| 3M | -27.4% | +0.4% | -27.8% | -27.7% |
| 6M | -53.1% | +6.9% | -60.0% | -54.6% |
| YTD | -32.3% | +8.0% | -40.3% | -35.0% |
| 1Y | -7.3% | +4.8% | -12.1% | -10.0% |
| 3Y | -14.9% | +49.0% | -63.9% | -29.7% |
| 5Y | -62.0% | +46.2% | -108.2% | -68.6% |
| 10Y | +33.0% | +120.9% | -87.9% | +2.3% |
| All | +33.0% | +110.9% | -77.9% | +2.3% |
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 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