-55.5%
FIS vs ALLE
+217.2%
-272.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | -27.4% | +0.1% | -27.5% | -27.6% |
| 30D | -16.8% | +25.9% | -42.8% | -25.8% |
| 3M | -32.6% | +14.9% | -47.5% | -37.3% |
| 6M | -33.4% | +42.1% | -75.5% | -44.5% |
| YTD | -56.0% | +20.4% | -76.4% | -60.7% |
| 1Y | -55.1% | +14.9% | -69.9% | -58.9% |
| 3Y | -41.4% | +90.1% | -131.5% | -59.8% |
| 5Y | -72.7% | +53.0% | -125.6% | -79.4% |
| 10Y | -55.5% | +208.8% | -264.3% | -74.8% |
| All | -55.5% | +217.2% | -272.7% | -74.8% |
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 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