+40.8%
ALB vs FIVE
+596.6%
-555.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.6% | -5.7% | -2.0% |
| 7D | +9.5% | +6.2% | +3.3% | +7.2% |
| 30D | -2.1% | +18.2% | -20.3% | -7.7% |
| 3M | -24.1% | +3.8% | -28.0% | -25.6% |
| 6M | -51.0% | +13.7% | -64.7% | -53.8% |
| YTD | -29.3% | +34.7% | -64.1% | -37.6% |
| 1Y | +3.2% | +66.6% | -63.5% | -15.4% |
| 3Y | -9.3% | +44.3% | -53.6% | -27.9% |
| 5Y | -61.6% | +18.8% | -80.4% | -68.6% |
| 10Y | +40.8% | +569.2% | -528.4% | -7.4% |
| All | +40.8% | +596.6% | -555.8% | -7.4% |
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