-2.1%
FIX vs ALLE
+14.6%
-16.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -2.9% | -8.7% | -11.2% |
| 7D | -27.2% | 0.0% | -27.3% | -27.2% |
| 30D | -46.9% | +20.6% | -67.5% | -48.8% |
| 3M | -44.4% | +11.4% | -55.8% | -45.0% |
| 6M | -50.9% | +42.5% | -93.5% | -56.1% |
| YTD | +3.5% | +18.9% | -15.3% | -1.2% |
| 1Y | -2.1% | +14.2% | -16.3% | -4.3% |
| All | -2.1% | +14.6% | -16.7% | -4.3% |
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