+46.3%
FE vs ALK
-33.9%
+80.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.1% | 0.0% |
| 7D | +0.6% | +7.1% | -6.5% | +0.1% |
| 30D | +6.4% | -3.0% | +9.4% | +6.5% |
| 3M | -0.5% | -25.6% | +25.2% | +1.2% |
| 6M | +4.7% | +0.5% | +4.3% | +4.2% |
| YTD | +8.4% | -23.1% | +31.4% | +9.3% |
| 1Y | +7.2% | -7.5% | +14.8% | +6.4% |
| 3Y | +44.9% | +15.3% | +29.6% | +34.4% |
| 5Y | +46.3% | -34.8% | +81.1% | +47.5% |
| All | +46.3% | -33.9% | +80.2% | +47.5% |
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