+8,823.4%
FIX vs ALLE
+260.9%
+8,562.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.3% |
| 7D | +6.0% | -0.2% | +6.3% | +6.1% |
| 30D | -7.2% | -6.8% | -0.4% | -3.2% |
| 3M | -15.9% | +21.0% | -36.9% | -26.3% |
| 6M | +12.7% | +1.1% | +11.6% | +10.8% |
| YTD | +72.8% | -0.5% | +73.3% | +69.9% |
| 1Y | +122.9% | -7.3% | +130.1% | +128.4% |
| 3Y | +774.3% | +42.3% | +732.1% | +561.2% |
| 5Y | +2,049.5% | +13.5% | +2,036.0% | +1,750.9% |
| 10Y | +5,821.5% | +144.0% | +5,677.4% | +3,233.0% |
| All | +8,823.4% | +260.9% | +8,562.5% | +4,151.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling