-71.1%
FIS vs ALLE
+54.3%
-125.3%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.8% | +5.9% | +6.4% |
| 7D | +1.5% | -0.8% | +2.3% | +1.8% |
| 30D | -11.8% | +27.4% | -39.2% | -20.6% |
| 3M | -28.5% | +13.8% | -42.4% | -32.6% |
| 6M | -27.0% | +45.5% | -72.5% | -38.4% |
| YTD | -53.1% | +21.4% | -74.5% | -57.6% |
| 1Y | -52.8% | +15.4% | -68.1% | -56.2% |
| 3Y | -37.5% | +91.7% | -129.2% | -56.6% |
| 5Y | -71.1% | +54.5% | -125.6% | -78.5% |
| All | -71.1% | +54.3% | -125.3% | -78.5% |
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