-48.2%
ALB vs FE
+3.5%
-51.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +0.5% |
| 7D | +9.1% | -1.0% | +10.1% | +8.8% |
| 30D | -3.4% | +4.1% | -7.6% | -2.5% |
| 3M | -20.6% | -1.0% | -19.6% | -21.7% |
| 6M | -48.2% | +4.0% | -52.2% | -49.3% |
| All | -48.2% | +3.5% | -51.6% | -49.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling