-62.1%
ALB vs FE
+42.2%
-104.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.5% |
| 7D | +9.1% | -1.0% | +10.1% | +9.5% |
| 30D | -3.4% | +4.1% | -7.6% | -5.1% |
| 3M | -20.6% | -1.0% | -19.6% | -20.4% |
| 6M | -48.2% | +4.0% | -52.2% | -49.4% |
| YTD | -29.2% | +6.8% | -36.1% | -32.1% |
| 1Y | +10.0% | +5.3% | +4.7% | +6.1% |
| 3Y | -12.9% | +44.6% | -57.5% | -31.1% |
| All | -62.1% | +42.2% | -104.3% | -70.5% |
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