+184.5%
FDX vs ALLE
+144.1%
+40.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -1.1% |
| 7D | -2.5% | -0.2% | -2.3% | -2.5% |
| 30D | +3.8% | -6.8% | +10.6% | +7.5% |
| 3M | -1.3% | +21.0% | -22.3% | -11.5% |
| 6M | +5.0% | +1.1% | +3.9% | +3.3% |
| YTD | +39.6% | -0.5% | +40.2% | +37.8% |
| 1Y | +81.1% | -7.3% | +88.4% | +85.1% |
| 3Y | +63.0% | +42.3% | +20.8% | +30.5% |
| 5Y | +65.6% | +13.5% | +52.1% | +46.3% |
| All | +184.5% | +144.1% | +40.3% | +68.6% |
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