+56.6%
FE vs ALC
+34.7%
+21.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.1% |
| 7D | +0.6% | +7.6% | -7.0% | -1.4% |
| 30D | +6.4% | +21.1% | -14.7% | +1.1% |
| 3M | -0.5% | +8.5% | -8.9% | -2.8% |
| 6M | +4.7% | +2.8% | +1.9% | +3.3% |
| YTD | +8.4% | -2.4% | +10.8% | +8.0% |
| 1Y | +7.2% | +3.5% | +3.8% | +5.0% |
| 3Y | +44.9% | +4.2% | +40.7% | +38.0% |
| 5Y | +46.3% | -9.0% | +55.3% | +43.0% |
| All | +56.6% | +34.7% | +21.9% | +24.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling