-23.8%
FICO vs ALLE
+90.7%
-114.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.8% | +1.8% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | +1.7% | +20.6% | -18.9% | -4.4% |
| 3M | -35.2% | +11.4% | -46.6% | -37.6% |
| 6M | -33.7% | +42.5% | -76.2% | -41.2% |
| YTD | -58.2% | +18.9% | -77.0% | -60.9% |
| 1Y | -56.6% | +14.2% | -70.7% | -58.8% |
| All | -23.8% | +90.7% | -114.4% | -37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling