+1,602.3%
ALB vs FE
+561.4%
+1,040.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.9% | -4.2% |
| 7D | -8.1% | +1.9% | -10.0% | -8.9% |
| 30D | +6.3% | -1.2% | +7.4% | +6.7% |
| 3M | -23.6% | +3.5% | -27.1% | -25.1% |
| 6M | -24.6% | -6.1% | -18.6% | -23.0% |
| YTD | -10.3% | +7.6% | -17.9% | -13.9% |
| 1Y | +61.5% | +11.9% | +49.5% | +52.0% |
| 3Y | -34.0% | +48.4% | -82.4% | -45.8% |
| 5Y | -44.6% | +44.8% | -89.4% | -54.3% |
| 10Y | +76.1% | +115.9% | -39.8% | +14.7% |
| All | +1,602.3% | +561.4% | +1,040.8% | +764.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling