+47.5%
FITB vs ALLE
+51.6%
-4.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.6% |
| 7D | +2.8% | +3.6% | -0.8% | +0.8% |
| 30D | +9.8% | +25.9% | -16.1% | -3.9% |
| 3M | -5.2% | +15.8% | -20.9% | -13.0% |
| 6M | +17.3% | +48.1% | -30.8% | -7.9% |
| YTD | +19.3% | +22.0% | -2.7% | +4.4% |
| 1Y | +32.7% | +18.0% | +14.7% | +18.5% |
| 3Y | +141.6% | +93.1% | +48.5% | +51.5% |
| All | +47.5% | +51.6% | -4.1% | +3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling