+89.2%
ALLE vs FDS
-23.2%
+112.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.7% | +2.8% | -0.3% |
| 7D | -0.6% | -0.5% | -0.1% | -0.5% |
| 30D | +25.3% | +20.2% | +5.1% | +21.6% |
| 3M | +10.3% | +19.9% | -9.6% | +6.8% |
| 6M | +38.0% | +56.2% | -18.1% | +26.9% |
| YTD | +17.8% | +14.6% | +3.2% | +16.1% |
| 1Y | +13.6% | +31.6% | -18.0% | +6.7% |
| 3Y | +89.2% | -23.8% | +113.0% | +113.5% |
| All | +89.2% | -23.2% | +112.4% | +113.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling