+56.1%
FE vs ALC
+30.3%
+25.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.4% |
| 7D | -0.5% | +2.3% | -2.9% | -1.2% |
| 30D | +4.3% | +15.5% | -11.2% | +0.3% |
| 3M | +0.4% | +0.6% | -0.2% | 0.0% |
| 6M | +6.9% | +18.4% | -11.4% | +1.8% |
| YTD | +8.0% | -5.6% | +13.6% | +8.6% |
| 1Y | +4.8% | 0.0% | +4.8% | +3.5% |
| 3Y | +49.0% | +2.8% | +46.1% | +42.2% |
| 5Y | +46.2% | -8.8% | +55.0% | +42.4% |
| All | +56.1% | +30.3% | +25.8% | +24.8% |
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