+215.9%
FITB vs ALLE
+212.2%
+3.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.5% | -0.2% |
| 7D | -0.6% | -0.8% | +0.2% | 0.0% |
| 30D | +7.0% | +27.4% | -20.3% | -9.9% |
| 3M | -4.8% | +13.8% | -18.6% | -13.6% |
| 6M | +13.5% | +45.5% | -31.9% | -14.5% |
| YTD | +19.1% | +21.4% | -2.3% | +0.9% |
| 1Y | +30.8% | +15.4% | +15.4% | +14.9% |
| 3Y | +141.6% | +91.7% | +49.9% | +40.9% |
| 5Y | +48.3% | +54.5% | -6.2% | -0.5% |
| 10Y | +215.9% | +210.5% | +5.4% | +54.1% |
| All | +215.9% | +212.2% | +3.8% | +54.1% |
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