-52.4%
FIS vs ALLE
+211.7%
-264.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.2% | +3.7% |
| 7D | +2.8% | +3.6% | -0.7% | +1.1% |
| 30D | -16.7% | +25.9% | -42.6% | -25.7% |
| 3M | -32.3% | +15.8% | -48.0% | -37.2% |
| 6M | -29.1% | +48.1% | -77.1% | -42.0% |
| YTD | -54.1% | +22.0% | -76.1% | -59.3% |
| 1Y | -53.7% | +18.0% | -71.7% | -58.2% |
| 3Y | -38.8% | +93.1% | -131.9% | -58.4% |
| 5Y | -71.1% | +52.1% | -123.2% | -78.1% |
| All | -52.4% | +211.7% | -264.1% | -73.4% |
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 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