+46.3%
FE vs ALC
-8.7%
+55.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | 0.0% |
| 7D | +0.6% | +7.6% | -7.0% | -0.8% |
| 30D | +6.4% | +21.1% | -14.7% | +2.7% |
| 3M | -0.5% | +8.5% | -8.9% | -2.1% |
| 6M | +4.7% | +2.8% | +1.9% | +3.7% |
| YTD | +8.4% | -2.4% | +10.8% | +8.1% |
| 1Y | +7.2% | +3.5% | +3.8% | +5.6% |
| 3Y | +44.9% | +4.2% | +40.7% | +40.2% |
| 5Y | +46.3% | -9.0% | +55.3% | +38.8% |
| All | +46.3% | -8.7% | +55.0% | +38.8% |
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 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