+342.6%
ALLE vs FIVE
+339.7%
+2.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.3% | +1.4% | -2.0% |
| 7D | 0.0% | -1.7% | +1.8% | +0.4% |
| 30D | +20.6% | +14.9% | +5.7% | +17.3% |
| 3M | +11.4% | +7.6% | +3.8% | +9.5% |
| 6M | +42.5% | +6.4% | +36.1% | +39.6% |
| YTD | +18.9% | +28.1% | -9.2% | +11.6% |
| 1Y | +14.2% | +54.7% | -40.6% | +3.0% |
| 3Y | +90.7% | +36.1% | +54.6% | +67.9% |
| 5Y | +52.5% | +14.9% | +37.6% | +35.2% |
| 10Y | +231.2% | +578.8% | -347.6% | +106.2% |
| All | +342.6% | +339.7% | +2.9% | +172.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling