+76.2%
FDX vs ALLE
+51.6%
+24.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.1% |
| 7D | +5.2% | +3.6% | +1.6% | +3.5% |
| 30D | +11.3% | +25.9% | -14.6% | -0.2% |
| 3M | -4.1% | +15.8% | -19.9% | -10.6% |
| 6M | +9.6% | +48.1% | -38.4% | -10.1% |
| YTD | +40.9% | +22.0% | +18.9% | +26.3% |
| 1Y | +53.0% | +18.0% | +35.0% | +39.4% |
| 3Y | +74.1% | +93.1% | -19.0% | +21.4% |
| All | +76.2% | +51.6% | +24.6% | +33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling