+65.5%
FDX vs ALLE
+88.9%
-23.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.3% |
| 7D | -1.6% | -0.6% | -1.1% | -1.4% |
| 30D | +6.6% | +25.3% | -18.7% | -3.1% |
| 3M | -2.1% | +10.3% | -12.3% | -6.1% |
| 6M | +2.2% | +38.0% | -35.9% | -12.0% |
| YTD | +33.9% | +17.8% | +16.2% | +23.2% |
| 1Y | +50.2% | +13.6% | +36.6% | +40.6% |
| 3Y | +65.5% | +89.2% | -23.7% | +19.0% |
| All | +65.5% | +88.9% | -23.4% | +19.0% |
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