-18.5%
FIS vs ALLE
+42.6%
-61.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.2% |
| 7D | +1.1% | -0.2% | +1.3% | +1.1% |
| 30D | -2.2% | -6.8% | +4.6% | -0.1% |
| 3M | +2.1% | +21.0% | -18.9% | -4.1% |
| 6M | -14.7% | +1.1% | -15.8% | -15.2% |
| YTD | -35.7% | -0.5% | -35.2% | -36.3% |
| 1Y | -37.1% | -7.3% | -29.8% | -36.0% |
| All | -18.5% | +42.6% | -61.1% | -33.6% |
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