-62.5%
ALB vs FIVE
+19.0%
-81.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.5% |
| 7D | +1.1% | -0.5% | +1.6% | +1.1% |
| 30D | -2.6% | +17.4% | -20.0% | -8.3% |
| 3M | -25.6% | +7.0% | -32.6% | -27.9% |
| 6M | -54.0% | +20.5% | -74.5% | -57.6% |
| YTD | -31.6% | +33.1% | -64.7% | -40.1% |
| 1Y | -6.6% | +67.1% | -73.6% | -25.0% |
| 3Y | -14.0% | +41.9% | -55.9% | -32.2% |
| 5Y | -62.5% | +21.1% | -83.6% | -68.7% |
| All | -62.5% | +19.0% | -81.6% | -68.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling