+65.8%
FDX vs ALLE
+42.6%
+23.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -1.0% |
| 7D | -2.5% | -0.2% | -2.3% | -2.5% |
| 30D | +3.8% | -6.8% | +10.6% | +6.8% |
| 3M | -1.3% | +21.0% | -22.3% | -10.2% |
| 6M | +5.0% | +1.1% | +3.9% | +3.8% |
| YTD | +39.6% | -0.5% | +40.2% | +38.0% |
| 1Y | +81.1% | -7.3% | +88.4% | +84.9% |
| All | +65.8% | +42.6% | +23.2% | +36.1% |
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