+126.7%
FE vs ALLE
+331.3%
-204.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +0.7% |
| 7D | +0.6% | 0.0% | +0.5% | +0.5% |
| 30D | +6.4% | +20.6% | -14.2% | +0.5% |
| 3M | -0.5% | +11.4% | -11.9% | -3.9% |
| 6M | +4.7% | +42.5% | -37.8% | -6.3% |
| YTD | +8.4% | +18.9% | -10.5% | +1.8% |
| 1Y | +7.2% | +14.2% | -6.9% | +1.9% |
| 3Y | +44.9% | +90.7% | -45.8% | +15.2% |
| 5Y | +46.3% | +52.5% | -6.2% | +22.4% |
| 10Y | +110.3% | +231.2% | -121.0% | +40.1% |
| All | +126.7% | +331.3% | -204.6% | +43.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling