+33.0%
ALB vs FIVE
+562.8%
-529.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.1% | -4.1% | -4.2% |
| 7D | +5.3% | +7.3% | -2.1% | +2.7% |
| 30D | -6.3% | +18.1% | -24.3% | -11.5% |
| 3M | -27.4% | +7.7% | -35.1% | -29.7% |
| 6M | -53.1% | +13.6% | -66.7% | -55.7% |
| YTD | -32.3% | +34.6% | -66.9% | -40.2% |
| 1Y | -7.3% | +66.2% | -73.5% | -23.9% |
| 3Y | -14.9% | +43.5% | -58.4% | -32.2% |
| 5Y | -62.0% | +20.7% | -82.7% | -69.1% |
| 10Y | +33.0% | +541.5% | -508.5% | -12.8% |
| All | +33.0% | +562.8% | -529.8% | -12.8% |
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