+273.6%
ALLE vs USFR
+27.5%
+246.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -0.2% | +0.1% | -0.3% | -0.3% |
| 30D | -6.8% | +0.3% | -7.1% | -7.0% |
| 3M | +21.0% | +1.0% | +20.0% | +20.2% |
| 6M | +1.1% | +1.9% | -0.8% | -0.3% |
| YTD | -0.5% | +2.6% | -3.2% | -2.4% |
| 1Y | -7.3% | +4.0% | -11.3% | -9.9% |
| 3Y | +42.3% | +14.1% | +28.2% | +29.0% |
| 5Y | +13.5% | +20.4% | -6.9% | -1.4% |
| 10Y | +144.0% | +28.0% | +116.0% | +103.4% |
| All | +273.6% | +27.5% | +246.1% | +209.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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