+31.4%
ALB vs FE
+107.4%
-76.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | +9.1% | 0.0% | +9.1% | +9.1% |
| 30D | -3.4% | +5.2% | -8.6% | -5.4% |
| 3M | -20.6% | 0.0% | -20.6% | -20.7% |
| 6M | -48.2% | +5.0% | -53.2% | -49.5% |
| YTD | -29.2% | +7.9% | -37.1% | -32.0% |
| 1Y | +10.0% | +6.3% | +3.7% | +6.2% |
| 3Y | -12.9% | +46.0% | -58.9% | -27.3% |
| 5Y | -61.3% | +45.6% | -106.9% | -67.9% |
| All | +31.4% | +107.4% | -76.0% | +0.7% |
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