+182.5%
FANG vs ALLE
+154.9%
+27.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | +1.2% | -2.8% | +4.0% | +2.5% |
| 30D | +2.4% | -10.2% | +12.6% | +7.7% |
| 3M | +5.1% | +17.4% | -12.4% | -4.6% |
| 6M | +16.4% | +3.3% | +13.1% | +11.7% |
| YTD | +39.0% | -4.2% | +43.2% | +38.2% |
| 1Y | +50.6% | -10.5% | +61.2% | +54.8% |
| 3Y | +46.9% | +45.4% | +1.5% | +11.1% |
| 5Y | +238.2% | +11.9% | +226.3% | +192.5% |
| All | +182.5% | +154.9% | +27.6% | +67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling