+499.7%
FICO vs ALLE
+222.4%
+277.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | +0.1% |
| 7D | -0.9% | -0.6% | -0.4% | -0.7% |
| 30D | +3.3% | +25.3% | -22.0% | -9.1% |
| 3M | -31.7% | +10.3% | -42.0% | -35.7% |
| 6M | -34.0% | +38.0% | -72.0% | -45.6% |
| YTD | -58.3% | +17.8% | -76.1% | -62.8% |
| 1Y | -57.9% | +13.6% | -71.5% | -61.7% |
| 3Y | -24.1% | +89.2% | -113.3% | -50.9% |
| 5Y | +85.3% | +51.1% | +34.3% | +35.0% |
| All | +499.7% | +222.4% | +277.2% | +200.9% |
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