-83.6%
FIG vs ALLE
+17.2%
-100.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.2% |
| 7D | +2.6% | +1.6% | +1.0% | +2.5% |
| 30D | -13.1% | +24.1% | -37.1% | -12.0% |
| 3M | -20.3% | +14.8% | -35.2% | -20.5% |
| 6M | -2.1% | +45.9% | -48.0% | +4.3% |
| YTD | -49.4% | +20.7% | -70.1% | -48.3% |
| 1Y | -57.0% | +14.2% | -71.2% | -54.7% |
| All | -83.6% | +17.2% | -100.8% | -81.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling