+236.6%
FITB vs ALLE
+233.6%
+3.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.8% | -0.3% | +0.6% |
| 7D | -1.1% | -0.6% | -0.5% | -0.7% |
| 30D | +7.3% | +26.6% | -19.3% | -9.3% |
| 3M | -4.0% | +13.2% | -17.2% | -12.6% |
| 6M | +11.9% | +42.9% | -31.0% | -14.6% |
| YTD | +19.0% | +21.0% | -2.0% | +1.0% |
| 1Y | +31.0% | +15.2% | +15.9% | +15.3% |
| 3Y | +143.8% | +95.6% | +48.2% | +39.9% |
| 5Y | +48.9% | +53.4% | -4.5% | +0.4% |
| 10Y | +236.6% | +221.5% | +15.1% | +59.3% |
| All | +236.6% | +233.6% | +3.0% | +59.3% |
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