+215.3%
ALLE vs FIVE
+504.2%
-288.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | +3.6% | +2.7% | +0.9% | +3.0% |
| 30D | +25.9% | +12.7% | +13.2% | +22.7% |
| 3M | +15.8% | +2.1% | +13.7% | +14.9% |
| 6M | +48.1% | +17.5% | +30.6% | +41.9% |
| YTD | +22.0% | +31.0% | -9.0% | +13.4% |
| 1Y | +18.0% | +67.7% | -49.7% | +3.8% |
| 3Y | +93.1% | +43.4% | +49.7% | +66.8% |
| 5Y | +52.1% | +18.1% | +34.0% | +33.3% |
| All | +215.3% | +504.2% | -288.9% | +95.6% |
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