+122.7%
FE vs ALK
-41.4%
+164.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.3% |
| 7D | -0.4% | +2.6% | -3.0% | -0.7% |
| 30D | +3.6% | +7.8% | -4.2% | +2.5% |
| 3M | +0.3% | -15.2% | +15.6% | +2.1% |
| 6M | +6.4% | +5.0% | +1.4% | +4.8% |
| YTD | +8.1% | -18.4% | +26.6% | +9.1% |
| 1Y | +4.6% | -2.4% | +7.0% | +2.7% |
| 3Y | +49.1% | +19.8% | +29.3% | +36.0% |
| 5Y | +46.1% | -27.8% | +73.9% | +42.3% |
| 10Y | +122.7% | -42.0% | +164.7% | +99.1% |
| All | +122.7% | -41.4% | +164.1% | +99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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