+212.1%
ALLE vs FDS
+127.0%
+85.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.2% |
| 7D | +1.6% | -2.6% | +4.1% | +2.6% |
| 30D | +24.1% | +14.1% | +10.0% | +17.9% |
| 3M | +14.8% | +19.8% | -4.9% | +6.3% |
| 6M | +45.9% | +55.0% | -9.1% | +19.1% |
| YTD | +20.7% | +15.9% | +4.9% | +10.1% |
| 1Y | +14.2% | +24.2% | -10.0% | +0.2% |
| 3Y | +90.7% | -24.0% | +114.7% | +109.2% |
| 5Y | +50.6% | -23.3% | +73.9% | +62.3% |
| All | +212.1% | +127.0% | +85.1% | +93.2% |
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