+541.4%
FICO vs ALLE
+211.7%
+329.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | -0.2% |
| 7D | +2.2% | +3.6% | -1.3% | +0.3% |
| 30D | +0.1% | +25.9% | -25.8% | -12.2% |
| 3M | -35.2% | +15.8% | -50.9% | -40.5% |
| 6M | -32.4% | +48.1% | -80.4% | -46.5% |
| YTD | -57.4% | +22.0% | -79.4% | -62.7% |
| 1Y | -58.5% | +18.0% | -76.6% | -63.1% |
| 3Y | -28.9% | +93.1% | -121.9% | -54.5% |
| 5Y | +91.7% | +52.1% | +39.6% | +39.2% |
| All | +541.4% | +211.7% | +329.7% | +215.1% |
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