+153.5%
FDX vs ALLE
+211.7%
-58.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.0% |
| 7D | +5.2% | +3.6% | +1.6% | +3.4% |
| 30D | +11.3% | +25.9% | -14.6% | -1.3% |
| 3M | -4.1% | +15.8% | -19.9% | -11.4% |
| 6M | +9.6% | +48.1% | -38.4% | -11.8% |
| YTD | +40.9% | +22.0% | +18.9% | +24.8% |
| 1Y | +53.0% | +18.0% | +35.0% | +37.8% |
| 3Y | +74.1% | +93.1% | -19.0% | +18.4% |
| 5Y | +75.1% | +52.1% | +23.0% | +32.4% |
| All | +153.5% | +211.7% | -58.1% | +28.5% |
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