+213.8%
ALLE vs FDS
+129.2%
+84.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | -0.2% |
| 7D | -0.8% | -2.1% | +1.3% | 0.0% |
| 30D | +27.4% | +16.0% | +11.4% | +20.2% |
| 3M | +13.8% | +18.8% | -4.9% | +5.7% |
| 6M | +45.5% | +54.1% | -8.6% | +19.1% |
| YTD | +21.4% | +17.0% | +4.4% | +10.3% |
| 1Y | +15.4% | +25.5% | -10.2% | +0.8% |
| 3Y | +91.7% | -23.3% | +115.0% | +109.5% |
| 5Y | +54.5% | -22.6% | +77.2% | +66.0% |
| All | +213.8% | +129.2% | +84.6% | +93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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