-34.2%
ALB vs FE
+49.5%
-83.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.9% | -4.3% |
| 7D | -8.1% | +1.9% | -10.0% | -8.6% |
| 30D | +6.3% | -1.2% | +7.4% | +6.5% |
| 3M | -23.6% | +3.5% | -27.1% | -24.8% |
| 6M | -24.6% | -6.1% | -18.6% | -23.1% |
| YTD | -10.3% | +7.6% | -17.9% | -13.5% |
| 1Y | +61.5% | +11.9% | +49.5% | +52.3% |
| All | -34.2% | +49.5% | -83.6% | -52.6% |
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