+894.6%
FIX vs ALLE
+51.8%
+842.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -2.9% | -8.7% | -10.1% |
| 7D | -27.2% | 0.0% | -27.3% | -27.3% |
| 30D | -46.9% | +20.6% | -67.5% | -52.7% |
| 3M | -44.4% | +11.4% | -55.8% | -48.2% |
| 6M | -50.9% | +42.5% | -93.5% | -61.1% |
| YTD | +3.5% | +18.9% | -15.3% | -8.8% |
| 1Y | -2.1% | +14.2% | -16.3% | -11.5% |
| 3Y | +418.7% | +90.7% | +328.1% | +220.1% |
| 5Y | +894.6% | +52.5% | +842.1% | +587.0% |
| All | +894.6% | +51.8% | +842.7% | +587.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling