+70.2%
FDX vs ALLE
+90.7%
-20.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.9% | -0.9% | -2.6% |
| 7D | +2.9% | 0.0% | +2.9% | +2.9% |
| 30D | +9.6% | +20.6% | -11.0% | +1.2% |
| 3M | +2.4% | +11.4% | -9.0% | -2.3% |
| 6M | +9.2% | +42.5% | -33.3% | -7.3% |
| YTD | +37.7% | +18.9% | +18.8% | +26.2% |
| 1Y | +56.1% | +14.2% | +42.0% | +45.8% |
| All | +70.2% | +90.7% | -20.5% | +21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling