+17.4%
ALLE vs FDS
-17.4%
+34.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.5% | +4.5% | +2.0% |
| 7D | -0.2% | -1.9% | +1.7% | +0.3% |
| 30D | -6.8% | +9.0% | -15.8% | -9.3% |
| 3M | +21.0% | +18.9% | +2.2% | +14.2% |
| 6M | +1.1% | +35.1% | -34.0% | -9.7% |
| YTD | -0.5% | +5.5% | -6.0% | -2.6% |
| 1Y | -7.3% | -16.8% | +9.6% | +0.7% |
| 3Y | +42.3% | -28.1% | +70.3% | +63.3% |
| All | +17.4% | -17.4% | +34.8% | +31.6% |
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