+123.4%
FE vs ALK
-45.9%
+169.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.5% | +1.3% |
| 7D | +1.2% | -1.2% | +2.4% | +1.3% |
| 30D | +4.5% | +7.7% | -3.2% | +3.4% |
| 3M | +1.3% | -19.0% | +20.3% | +3.7% |
| 6M | +8.7% | -0.2% | +8.9% | +7.7% |
| YTD | +9.2% | -23.5% | +32.7% | +11.1% |
| 1Y | +7.0% | -9.1% | +16.1% | +6.0% |
| 3Y | +51.4% | +12.0% | +39.4% | +39.2% |
| 5Y | +47.7% | -30.9% | +78.6% | +44.4% |
| All | +123.4% | -45.9% | +169.3% | +102.2% |
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