+448.7%
FIX vs ALLE
+88.9%
+359.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.9% | +6.4% | +5.8% |
| 7D | -17.5% | -0.6% | -16.9% | -17.4% |
| 30D | -41.6% | +25.3% | -66.9% | -47.4% |
| 3M | -40.6% | +10.3% | -50.9% | -43.2% |
| 6M | -49.4% | +38.0% | -87.4% | -57.1% |
| YTD | +9.2% | +17.8% | -8.6% | -0.2% |
| 1Y | +6.5% | +13.6% | -7.1% | -0.7% |
| 3Y | +448.7% | +89.2% | +359.5% | +240.5% |
| All | +448.7% | +88.9% | +359.8% | +240.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling