+34.1%
FITB vs ALLE
+18.6%
+15.6%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.3% | +1.0% |
| 7D | +2.3% | +6.7% | -4.3% | +0.6% |
| 30D | +7.7% | +25.4% | -17.7% | +1.1% |
| 3M | -4.5% | +16.9% | -21.4% | -8.6% |
| 6M | +12.5% | +46.6% | -34.1% | -0.2% |
| YTD | +19.8% | +22.4% | -2.6% | +9.3% |
| 1Y | +34.1% | +17.7% | +16.4% | +24.9% |
| All | +34.1% | +18.6% | +15.6% | +24.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling