-26.7%
FICO vs ALLE
+92.8%
-119.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | +0.9% | +0.1% | +0.8% | +0.8% |
| 30D | +9.4% | +25.9% | -16.5% | +1.5% |
| 3M | -30.4% | +14.9% | -45.3% | -33.6% |
| 6M | -35.1% | +42.1% | -77.2% | -42.4% |
| YTD | -56.8% | +20.4% | -77.2% | -59.7% |
| 1Y | -58.4% | +14.9% | -73.3% | -60.6% |
| 3Y | -26.7% | +90.1% | -116.8% | -39.4% |
| All | -26.7% | +92.8% | -119.5% | -39.4% |
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