+38.6%
ALB vs FIVE
+504.2%
-465.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -5.8% | +2.7% | -8.4% | -6.6% |
| 30D | -4.5% | +12.7% | -17.2% | -8.5% |
| 3M | -28.1% | +2.1% | -30.1% | -29.1% |
| 6M | -53.2% | +17.5% | -70.6% | -56.2% |
| YTD | -33.3% | +31.0% | -64.3% | -40.6% |
| 1Y | -17.4% | +67.7% | -85.2% | -32.5% |
| 3Y | -14.1% | +43.4% | -57.5% | -31.6% |
| 5Y | -64.0% | +18.1% | -82.1% | -70.5% |
| All | +38.6% | +504.2% | -465.6% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling