+14.4%
FIX vs ALLE
+18.6%
-4.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +1.8% | -16.8% | -15.2% |
| 7D | -18.9% | +6.7% | -25.6% | -19.6% |
| 30D | -36.3% | +25.4% | -61.7% | -39.0% |
| 3M | -38.5% | +16.9% | -55.5% | -39.8% |
| 6M | -42.3% | +46.6% | -88.8% | -48.6% |
| YTD | +17.1% | +22.4% | -5.3% | +11.3% |
| 1Y | +14.4% | +17.7% | -3.3% | +12.0% |
| All | +14.4% | +18.6% | -4.2% | +12.0% |
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 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