+44.6%
FE vs ALLE
+88.9%
-44.3%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.3% |
| 7D | -1.0% | -0.6% | -0.5% | -0.9% |
| 30D | +4.1% | +25.3% | -21.2% | +0.3% |
| 3M | -1.0% | +10.3% | -11.3% | -2.7% |
| 6M | +4.0% | +38.0% | -34.0% | -1.8% |
| YTD | +6.8% | +17.8% | -10.9% | +3.3% |
| 1Y | +5.3% | +13.6% | -8.3% | +2.5% |
| 3Y | +44.6% | +89.2% | -44.6% | +29.0% |
| All | +44.6% | +88.9% | -44.3% | +29.0% |
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