-0.5%
FISV vs ALLE
+148.2%
-148.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.4% | -3.7% |
| 7D | -1.6% | +2.8% | -4.4% | -2.8% |
| 30D | -3.0% | -7.6% | +4.7% | +0.6% |
| 3M | -3.5% | +22.8% | -26.3% | -12.6% |
| 6M | -19.4% | +4.6% | -24.0% | -21.7% |
| YTD | -24.3% | -1.2% | -23.1% | -25.2% |
| 1Y | -62.4% | -9.1% | -53.2% | -61.1% |
| 3Y | -58.2% | +50.0% | -108.2% | -67.7% |
| 5Y | -56.5% | +15.2% | -71.8% | -62.0% |
| 10Y | -0.5% | +151.1% | -151.6% | -41.4% |
| All | -0.5% | +148.2% | -148.8% | -41.4% |
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