+208.8%
ALLE vs FDS
+127.5%
+81.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | +0.1% | -2.0% | +2.1% | +0.8% |
| 30D | +25.9% | +13.5% | +12.4% | +19.9% |
| 3M | +14.9% | +15.2% | -0.3% | +8.0% |
| 6M | +42.1% | +47.0% | -4.9% | +18.6% |
| YTD | +20.4% | +13.9% | +6.5% | +10.5% |
| 1Y | +14.9% | +25.2% | -10.3% | +0.2% |
| 3Y | +90.1% | -25.3% | +115.4% | +110.0% |
| 5Y | +53.0% | -23.3% | +76.3% | +64.6% |
| 10Y | +208.8% | +126.0% | +82.8% | +91.8% |
| All | +208.8% | +127.5% | +81.4% | +91.8% |
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