+38.5%
ALLE vs FGI
-70.4%
+108.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.5% | -6.5% | +0.9% |
| 7D | -0.2% | +0.5% | -0.8% | -0.2% |
| 30D | -6.8% | +65.4% | -72.2% | -7.7% |
| 3M | +21.0% | +23.5% | -2.5% | +20.1% |
| 6M | +1.1% | +60.5% | -59.4% | -0.6% |
| YTD | -0.5% | +30.0% | -30.5% | -2.0% |
| 1Y | -7.3% | +82.1% | -89.3% | -9.8% |
| 3Y | +42.3% | -4.4% | +46.6% | +39.8% |
| All | +38.5% | -70.4% | +108.9% | +37.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling