+440.7%
FERG vs ALLE
+212.2%
+228.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.1% | +1.7% |
| 7D | +6.4% | -0.8% | +7.3% | +6.8% |
| 30D | +19.9% | +27.4% | -7.4% | +11.2% |
| 3M | +5.6% | +13.8% | -8.3% | +1.3% |
| 6M | +9.2% | +45.5% | -36.3% | -3.0% |
| YTD | +20.6% | +21.4% | -0.8% | +12.9% |
| 1Y | +5.7% | +15.4% | -9.7% | +0.4% |
| 3Y | +73.6% | +91.7% | -18.1% | +44.4% |
| 5Y | +86.2% | +54.5% | +31.7% | +57.3% |
| 10Y | +440.7% | +210.5% | +230.1% | +351.2% |
| All | +440.7% | +212.2% | +228.5% | +351.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling