+125.1%
FE vs ALLE
+260.9%
-135.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.9% |
| 7D | +1.9% | -0.2% | +2.2% | +2.0% |
| 30D | -1.2% | -6.8% | +5.6% | +0.8% |
| 3M | +3.5% | +21.0% | -17.5% | -2.6% |
| 6M | -6.1% | +1.1% | -7.2% | -7.0% |
| YTD | +7.6% | -0.5% | +8.1% | +6.8% |
| 1Y | +11.9% | -7.3% | +19.2% | +13.2% |
| 3Y | +48.4% | +42.3% | +6.2% | +29.2% |
| 5Y | +44.8% | +13.5% | +31.3% | +33.0% |
| 10Y | +115.9% | +144.0% | -28.2% | +56.5% |
| All | +125.1% | +260.9% | -135.7% | +50.6% |
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