+270.3%
ALLE vs FIVE
+359.6%
-89.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.1% | -4.1% | 0.0% |
| 7D | -0.2% | +4.3% | -4.5% | -1.1% |
| 30D | -6.8% | +12.5% | -19.3% | -9.1% |
| 3M | +21.0% | +31.2% | -10.2% | +14.3% |
| 6M | +1.1% | +14.4% | -13.3% | -2.5% |
| YTD | -0.5% | +33.9% | -34.4% | -7.3% |
| 1Y | -7.3% | +65.1% | -72.3% | -17.6% |
| 3Y | +42.3% | +49.0% | -6.7% | +22.8% |
| 5Y | +13.5% | +30.3% | -16.8% | -2.0% |
| 10Y | +144.0% | +481.1% | -337.1% | +54.3% |
| All | +270.3% | +359.6% | -89.3% | +126.1% |
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