+122.9%
FIX vs ALLE
-5.8%
+128.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.6% |
| 7D | +6.0% | -0.2% | +6.3% | +6.1% |
| 30D | -7.2% | -6.8% | -0.4% | -5.4% |
| 3M | -15.9% | +21.0% | -36.9% | -21.6% |
| 6M | +12.7% | +1.1% | +11.6% | +10.9% |
| YTD | +72.8% | -0.5% | +73.3% | +71.5% |
| 1Y | +122.9% | -7.3% | +130.1% | +121.4% |
| All | +122.9% | -5.8% | +128.7% | +121.4% |
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