+54.5%
ALLE vs FDS
-21.2%
+75.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | 0.0% |
| 7D | -0.8% | -2.1% | +1.3% | -0.2% |
| 30D | +27.4% | +16.0% | +11.4% | +22.0% |
| 3M | +13.8% | +18.8% | -4.9% | +7.8% |
| 6M | +45.5% | +54.1% | -8.6% | +25.4% |
| YTD | +21.4% | +17.0% | +4.4% | +15.1% |
| 1Y | +15.4% | +25.5% | -10.2% | +5.4% |
| 3Y | +91.7% | -23.3% | +115.0% | +119.0% |
| 5Y | +54.5% | -22.6% | +77.2% | +73.3% |
| All | +54.5% | -21.2% | +75.7% | +73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling