+126.7%
FFIV vs ALLE
+212.2%
-85.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.5% |
| 7D | -2.9% | -0.8% | -2.1% | -2.6% |
| 30D | -32.4% | +27.4% | -59.8% | -39.2% |
| 3M | -22.7% | +13.8% | -36.6% | -27.2% |
| 6M | -10.7% | +45.5% | -56.2% | -25.0% |
| YTD | +25.4% | +21.4% | +4.0% | +12.9% |
| 1Y | +34.2% | +15.4% | +18.8% | +23.7% |
| 3Y | +101.2% | +91.7% | +9.5% | +43.4% |
| 5Y | +42.0% | +54.5% | -12.6% | +9.9% |
| 10Y | +126.7% | +210.5% | -83.8% | +30.7% |
| All | +126.7% | +212.2% | -85.4% | +30.7% |
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