+234.5%
ALNY vs FE
+114.8%
+119.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.1% |
| 7D | -6.4% | -1.7% | -4.7% | -6.1% |
| 30D | +11.9% | -1.3% | +13.2% | +12.2% |
| 3M | -15.0% | +0.6% | -15.6% | -15.1% |
| 6M | -23.2% | -6.8% | -16.4% | -22.0% |
| YTD | -37.8% | +6.4% | -44.2% | -38.7% |
| 1Y | -47.3% | +11.3% | -58.5% | -48.7% |
| 3Y | +22.9% | +47.1% | -24.2% | +11.9% |
| 5Y | +30.6% | +50.4% | -19.8% | +18.0% |
| All | +234.5% | +114.8% | +119.7% | +162.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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