-12.9%
ALB vs FE
+42.7%
-55.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.3% |
| 7D | +9.1% | -1.0% | +10.1% | +9.4% |
| 30D | -3.4% | +4.1% | -7.6% | -4.6% |
| 3M | -20.6% | -1.0% | -19.6% | -20.5% |
| 6M | -48.2% | +4.0% | -52.2% | -49.2% |
| YTD | -29.2% | +6.8% | -36.1% | -31.7% |
| 1Y | +10.0% | +5.3% | +4.7% | +6.7% |
| 3Y | -12.9% | +44.6% | -57.5% | -42.0% |
| All | -12.9% | +42.7% | -55.6% | -42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling