+69.1%
ALLE vs FGI
-68.3%
+137.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.9% | -5.0% | +0.8% |
| 7D | -0.8% | +6.9% | -7.7% | -0.9% |
| 30D | +27.4% | +3.9% | +23.4% | +27.3% |
| 3M | +13.8% | +74.3% | -60.4% | +12.7% |
| 6M | +45.5% | +28.9% | +16.5% | +44.2% |
| YTD | +21.4% | +39.1% | -17.7% | +19.5% |
| 1Y | +15.4% | +49.3% | -34.0% | +13.2% |
| 3Y | +91.7% | +5.7% | +86.0% | +88.0% |
| All | +69.1% | -68.3% | +137.4% | +67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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