+145.1%
ALLE vs FIVE
+478.4%
-333.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.1% | -4.1% | -0.1% |
| 7D | -0.2% | +4.3% | -4.5% | -1.2% |
| 30D | -6.8% | +12.5% | -19.3% | -9.3% |
| 3M | +21.0% | +31.2% | -10.2% | +13.7% |
| 6M | +1.1% | +14.4% | -13.3% | -2.8% |
| YTD | -0.5% | +33.9% | -34.4% | -7.9% |
| 1Y | -7.3% | +65.1% | -72.3% | -18.4% |
| 3Y | +42.3% | +49.0% | -6.7% | +21.6% |
| 5Y | +13.5% | +30.3% | -16.8% | -3.0% |
| All | +145.1% | +478.4% | -333.3% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling