-79.1%
FIG vs ALLE
-3.4%
-75.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.0% | -5.4% | -4.2% |
| 7D | -16.3% | -0.2% | -16.1% | -16.3% |
| 30D | -14.3% | -6.8% | -7.5% | -15.4% |
| 3M | +7.2% | +21.0% | -13.9% | +13.5% |
| 6M | -18.6% | +1.1% | -19.7% | -14.7% |
| YTD | -35.5% | -0.5% | -34.9% | -34.6% |
| 1Y | -55.8% | -7.3% | -48.5% | -52.6% |
| All | -79.1% | -3.4% | -75.7% | -76.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling