+46.9%
ALLE vs FDS
-27.9%
+74.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.5% | +4.5% | +1.6% |
| 7D | -0.2% | -1.9% | +1.7% | +0.1% |
| 30D | -6.8% | +9.0% | -15.8% | -8.3% |
| 3M | +21.0% | +18.9% | +2.2% | +17.1% |
| 6M | +1.1% | +35.1% | -34.0% | -5.2% |
| YTD | -0.5% | +5.5% | -6.0% | -0.5% |
| 1Y | -7.3% | -16.8% | +9.6% | +0.9% |
| All | +46.9% | -27.9% | +74.8% | +66.1% |
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