-62.5%
ALB vs FE
+47.0%
-109.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +1.1% | -0.4% | +1.4% | +1.2% |
| 30D | -2.6% | +3.6% | -6.2% | -4.1% |
| 3M | -25.6% | +0.3% | -25.9% | -25.8% |
| 6M | -54.0% | +6.4% | -60.4% | -55.6% |
| YTD | -31.6% | +8.1% | -39.7% | -34.7% |
| 1Y | -6.6% | +4.6% | -11.2% | -9.5% |
| 3Y | -14.0% | +49.1% | -63.1% | -33.2% |
| 5Y | -62.5% | +46.1% | -108.6% | -71.1% |
| All | -62.5% | +47.0% | -109.5% | -71.1% |
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