-63.4%
ALB vs FE
+47.0%
-110.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.8% |
| 7D | -5.8% | +1.2% | -7.0% | -6.2% |
| 30D | -4.5% | +4.5% | -9.1% | -6.3% |
| 3M | -28.1% | +1.3% | -29.4% | -28.6% |
| 6M | -53.2% | +8.7% | -61.8% | -55.2% |
| YTD | -33.3% | +9.2% | -42.5% | -36.6% |
| 1Y | -17.4% | +7.0% | -24.4% | -20.8% |
| 3Y | -14.1% | +51.4% | -65.5% | -33.8% |
| All | -63.4% | +47.0% | -110.4% | -71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling