+307.4%
FITB vs ALLE
+327.3%
-19.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.2% | -0.2% |
| 7D | -1.5% | -0.6% | -1.0% | -1.2% |
| 30D | +5.8% | +25.3% | -19.5% | -9.5% |
| 3M | -6.1% | +10.3% | -16.4% | -12.8% |
| 6M | +5.9% | +38.0% | -32.1% | -16.4% |
| YTD | +16.1% | +17.8% | -1.7% | +1.0% |
| 1Y | +28.8% | +13.6% | +15.2% | +14.8% |
| 3Y | +126.0% | +89.2% | +36.8% | +36.8% |
| 5Y | +45.3% | +51.1% | -5.8% | +1.1% |
| 10Y | +255.4% | +228.1% | +27.3% | +58.8% |
| All | +307.4% | +327.3% | -19.9% | +65.0% |
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 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