+74.0%
ALB vs FIVE
+477.5%
-403.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.1% | -9.6% | -6.1% |
| 7D | -8.1% | +4.3% | -12.3% | -9.5% |
| 30D | +6.3% | +12.5% | -6.2% | +2.0% |
| 3M | -23.6% | +31.2% | -54.8% | -30.4% |
| 6M | -24.6% | +14.4% | -39.0% | -29.3% |
| YTD | -10.3% | +33.9% | -44.2% | -20.3% |
| 1Y | +61.5% | +65.1% | -3.6% | +33.4% |
| 3Y | -34.0% | +49.0% | -82.9% | -47.9% |
| 5Y | -44.6% | +30.3% | -74.9% | -55.8% |
| All | +74.0% | +477.5% | -403.5% | +16.0% |
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