+5,892.0%
FIX vs ALLE
+144.1%
+5,747.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.2% |
| 7D | +6.0% | -0.2% | +6.3% | +6.1% |
| 30D | -7.2% | -6.8% | -0.4% | -3.0% |
| 3M | -15.9% | +21.0% | -36.9% | -26.9% |
| 6M | +12.7% | +1.1% | +11.6% | +10.7% |
| YTD | +72.8% | -0.5% | +73.3% | +69.7% |
| 1Y | +122.9% | -7.3% | +130.1% | +128.6% |
| 3Y | +774.3% | +42.3% | +732.1% | +547.3% |
| 5Y | +2,049.5% | +13.5% | +2,036.0% | +1,731.9% |
| All | +5,892.0% | +144.1% | +5,747.8% | +3,120.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling