+25.0%
FLEX vs ALLE
+18.6%
+6.4%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +1.8% | -14.1% | -12.6% |
| 7D | -17.0% | +6.7% | -23.6% | -18.0% |
| 30D | -33.8% | +25.4% | -59.2% | -37.4% |
| 3M | -39.0% | +16.9% | -56.0% | -40.7% |
| 6M | -15.9% | +46.6% | -62.5% | -26.4% |
| YTD | +27.8% | +22.4% | +5.4% | +15.2% |
| 1Y | +25.0% | +17.7% | +7.2% | +15.2% |
| All | +25.0% | +18.6% | +6.4% | +15.2% |
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 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