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  • FE vs ALM✓SelectedUSD · ALMFE vs ALM performance historyLatest closeAs of-0.57%09/04
Stock and ETF performance explorer

FE vs ALM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+115.1%
ALM return
+7,705.7%
Excess return
-7,590.6%
Maximum drawdown
-47.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioALMExcessAlpha
1D-0.6%-1.5%+0.9%-0.6%
7D+1.9%-2.6%+4.5%+1.9%
30D-1.2%+32.0%-33.2%-1.2%
3M+3.5%-15.0%+18.5%+3.5%
6M-6.1%-10.1%+4.1%-6.1%
YTD+7.6%+99.4%-91.8%+7.5%
1Y+11.9%+316.4%-304.4%+11.6%
3Y+48.4%+2,022.0%-1,973.5%+47.7%
5Y+44.8%+941.2%-896.4%+44.1%
10Y+115.9%+2,950.3%-2,834.5%+114.6%
All+115.1%+7,705.7%-7,590.6%+113.2%

Cumulative growth

Daily Returns

Daily percentage return beside ALM.

Daily Out/Under-Performance

Portfolio return minus ALM return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × ALM 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 ALM 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