-8.3%
ALNY vs FE
+46.0%
-54.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | 0.0% | -0.3% | +0.3% | +0.1% |
| 30D | -30.0% | +3.9% | -33.9% | -30.9% |
| 3M | -30.1% | -0.1% | -30.0% | -30.2% |
| 6M | -46.4% | +6.1% | -52.4% | -47.3% |
| YTD | -60.6% | +8.1% | -68.7% | -61.7% |
| 1Y | -65.4% | +4.4% | -69.8% | -66.0% |
| 3Y | -3.2% | +49.0% | -52.3% | -15.3% |
| 5Y | -8.3% | +46.1% | -54.4% | -15.3% |
| All | -8.3% | +46.0% | -54.3% | -15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling