-37.1%
FISV vs ALLE
+49.9%
-87.0%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.2% | +0.5% |
| 7D | +25.7% | -0.6% | +26.3% | +25.9% |
| 30D | +38.8% | +25.3% | +13.4% | +28.5% |
| 3M | +16.2% | +10.3% | +5.9% | +12.2% |
| 6M | +12.1% | +38.0% | -26.0% | +0.2% |
| YTD | -6.4% | +17.8% | -24.2% | -12.7% |
| 1Y | +2.0% | +13.6% | -11.6% | -3.6% |
| 3Y | -47.4% | +89.2% | -136.6% | -60.7% |
| All | -37.1% | +49.9% | -87.0% | -48.4% |
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 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