+30.2%
FITB vs ALLE
+15.5%
+14.8%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.8% | -0.3% | +1.7% |
| 7D | -1.1% | -0.6% | -0.5% | -0.9% |
| 30D | +7.3% | +26.6% | -19.3% | +0.5% |
| 3M | -4.0% | +13.2% | -17.2% | -7.2% |
| 6M | +11.9% | +42.9% | -31.0% | +0.2% |
| YTD | +19.0% | +21.0% | -2.0% | +8.8% |
| All | +30.2% | +15.5% | +14.8% | +22.0% |
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