+126.6%
FFIV vs ALLE
+233.6%
-107.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.8% | -0.5% | +1.1% |
| 7D | -2.1% | -0.6% | -1.5% | -1.8% |
| 30D | -33.8% | +26.6% | -60.4% | -40.3% |
| 3M | -20.6% | +13.2% | -33.8% | -25.1% |
| 6M | -10.2% | +42.9% | -53.1% | -24.1% |
| YTD | +24.5% | +21.0% | +3.4% | +12.3% |
| 1Y | +29.3% | +15.2% | +14.1% | +19.3% |
| 3Y | +103.8% | +95.6% | +8.2% | +44.0% |
| 5Y | +40.9% | +53.4% | -12.5% | +9.5% |
| 10Y | +126.6% | +221.5% | -94.9% | +29.1% |
| All | +126.6% | +233.6% | -107.0% | +29.1% |
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