+221.5%
ALLE vs FIVE
+596.6%
-375.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.6% | -2.8% | +1.6% |
| 7D | -0.6% | +6.2% | -6.8% | -1.9% |
| 30D | +26.6% | +18.2% | +8.4% | +22.1% |
| 3M | +13.2% | +3.8% | +9.3% | +11.9% |
| 6M | +42.9% | +13.7% | +29.2% | +37.8% |
| YTD | +21.0% | +34.7% | -13.7% | +11.8% |
| 1Y | +15.2% | +66.6% | -51.5% | +1.4% |
| 3Y | +95.6% | +44.3% | +51.3% | +68.8% |
| 5Y | +53.4% | +18.8% | +34.7% | +34.4% |
| 10Y | +221.5% | +569.2% | -347.7% | +95.0% |
| All | +221.5% | +596.6% | -375.1% | +95.0% |
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