+55.9%
FE vs ALC
+31.8%
+24.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.1% |
| 7D | 0.0% | +4.9% | -4.9% | -1.3% |
| 30D | +5.2% | +19.0% | -13.8% | +0.4% |
| 3M | 0.0% | +7.8% | -7.8% | -2.2% |
| 6M | +5.0% | +14.6% | -9.5% | +0.9% |
| YTD | +7.9% | -4.4% | +12.3% | +8.1% |
| 1Y | +6.3% | +1.4% | +4.9% | +4.6% |
| 3Y | +46.0% | +2.5% | +43.5% | +39.6% |
| 5Y | +45.6% | -10.9% | +56.5% | +43.2% |
| All | +55.9% | +31.8% | +24.1% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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