+117.8%
FFIV vs ALLE
+211.7%
-93.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.7% | -3.1% |
| 7D | -0.5% | +3.6% | -4.1% | -2.0% |
| 30D | -32.4% | +25.9% | -58.3% | -38.9% |
| 3M | -25.7% | +15.8% | -41.4% | -30.5% |
| 6M | -13.5% | +48.1% | -61.6% | -28.0% |
| YTD | +21.1% | +22.0% | -0.9% | +8.9% |
| 1Y | +29.4% | +18.0% | +11.4% | +18.1% |
| 3Y | +94.9% | +93.1% | +1.8% | +38.5% |
| 5Y | +34.7% | +52.1% | -17.3% | +5.0% |
| All | +117.8% | +211.7% | -93.9% | +24.5% |
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