+126.9%
FFIV vs ALLE
+217.2%
-90.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | -4.2% | +0.1% | -4.3% | -4.2% |
| 30D | -33.9% | +25.9% | -59.8% | -40.2% |
| 3M | -22.6% | +14.9% | -37.5% | -27.4% |
| 6M | -10.4% | +42.1% | -52.5% | -24.0% |
| YTD | +24.3% | +20.4% | +3.9% | +12.4% |
| 1Y | +31.8% | +14.9% | +16.9% | +21.7% |
| 3Y | +99.5% | +90.1% | +9.4% | +42.7% |
| 5Y | +40.7% | +53.0% | -12.2% | +9.4% |
| 10Y | +126.9% | +208.8% | -81.9% | +31.0% |
| All | +126.9% | +217.2% | -90.3% | +31.0% |
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 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