+50.4%
ALLE vs FIVE
+14.2%
+36.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | -0.6% | -0.3% | -0.3% | -0.5% |
| 30D | +25.3% | +17.7% | +7.7% | +21.6% |
| 3M | +10.3% | +4.0% | +6.3% | +9.2% |
| 6M | +38.0% | +2.6% | +35.4% | +36.4% |
| YTD | +17.8% | +27.6% | -9.8% | +11.1% |
| 1Y | +13.6% | +59.9% | -46.3% | +2.5% |
| 3Y | +89.2% | +35.8% | +53.4% | +73.7% |
| All | +50.4% | +14.2% | +36.2% | +38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling