+49.0%
FE vs ALK
-25.3%
+74.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.7% |
| 7D | +1.9% | -0.7% | +2.6% | +2.0% |
| 30D | -1.2% | -19.2% | +18.1% | +0.1% |
| 3M | +3.5% | -1.5% | +5.0% | +3.4% |
| 6M | -6.1% | -13.1% | +7.0% | -5.6% |
| YTD | +7.6% | -16.4% | +24.0% | +8.1% |
| 1Y | +11.9% | -33.1% | +45.0% | +14.4% |
| 3Y | +48.4% | +0.6% | +47.8% | +41.5% |
| All | +49.0% | -25.3% | +74.3% | +43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling