+127.0%
FITB vs ALLE
+42.6%
+84.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.7% |
| 7D | +0.6% | -0.2% | +0.8% | +0.7% |
| 30D | -4.7% | -6.8% | +2.1% | -1.5% |
| 3M | +6.7% | +21.0% | -14.4% | -4.2% |
| 6M | +12.6% | +1.1% | +11.5% | +11.4% |
| YTD | +19.1% | -0.5% | +19.7% | +17.8% |
| 1Y | +22.6% | -7.3% | +29.9% | +26.1% |
| All | +127.0% | +42.6% | +84.4% | +55.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling