+213.8%
FFIV vs ALLE
+144.1%
+69.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.8% |
| 7D | -1.0% | -0.2% | -0.7% | -0.9% |
| 30D | -5.1% | -6.8% | +1.7% | -2.3% |
| 3M | -4.5% | +21.0% | -25.5% | -12.7% |
| 6M | +36.5% | +1.1% | +35.4% | +34.1% |
| YTD | +53.0% | -0.5% | +53.5% | +50.7% |
| 1Y | +24.2% | -7.3% | +31.5% | +26.1% |
| 3Y | +137.2% | +42.3% | +95.0% | +94.3% |
| 5Y | +91.8% | +13.5% | +78.3% | +70.5% |
| All | +213.8% | +144.1% | +69.7% | +117.0% |
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