+317.9%
FITB vs ALLE
+260.9%
+57.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.9% |
| 7D | +0.6% | -0.2% | +0.8% | +0.8% |
| 30D | -4.7% | -6.8% | +2.1% | -0.3% |
| 3M | +6.7% | +21.0% | -14.4% | -7.5% |
| 6M | +12.6% | +1.1% | +11.5% | +9.9% |
| YTD | +19.1% | -0.5% | +19.7% | +16.8% |
| 1Y | +22.6% | -7.3% | +29.9% | +25.7% |
| 3Y | +127.1% | +42.3% | +84.9% | +68.3% |
| 5Y | +71.8% | +13.5% | +58.3% | +46.4% |
| 10Y | +287.2% | +144.0% | +143.1% | +108.2% |
| All | +317.9% | +260.9% | +57.1% | +90.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling