+49.0%
FE vs ALC
-16.0%
+65.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.2% |
| 7D | +1.9% | -2.1% | +4.0% | +2.3% |
| 30D | -1.2% | -0.1% | -1.1% | -1.2% |
| 3M | +3.5% | +5.9% | -2.4% | +2.2% |
| 6M | -6.1% | -15.9% | +9.9% | -3.4% |
| YTD | +7.6% | -10.1% | +17.7% | +9.1% |
| 1Y | +11.9% | -10.2% | +22.1% | +13.3% |
| 3Y | +48.4% | -13.6% | +62.0% | +49.3% |
| All | +49.0% | -16.0% | +65.0% | +42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling