+90.1%
ALLE vs FIVE
+43.9%
+46.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +0.1% | +7.3% | -7.3% | -0.7% |
| 30D | +25.9% | +18.1% | +7.9% | +23.6% |
| 3M | +14.9% | +7.7% | +7.2% | +13.8% |
| 6M | +42.1% | +13.6% | +28.5% | +39.6% |
| YTD | +20.4% | +34.6% | -14.2% | +15.9% |
| 1Y | +14.9% | +66.2% | -51.4% | +8.0% |
| 3Y | +90.1% | +43.5% | +46.6% | +77.8% |
| All | +90.1% | +43.9% | +46.2% | +77.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling