+640.4%
FLEX vs ALLE
+233.6%
+406.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.8% | +9.3% | +10.2% |
| 7D | -7.2% | -0.6% | -6.5% | -6.7% |
| 30D | -34.8% | +26.6% | -61.4% | -44.9% |
| 3M | -35.6% | +13.2% | -48.8% | -41.5% |
| 6M | -45.0% | +42.9% | -87.9% | -57.9% |
| YTD | +29.4% | +21.0% | +8.3% | +10.0% |
| 1Y | +24.8% | +15.2% | +9.6% | +9.7% |
| 3Y | +304.4% | +95.6% | +208.8% | +135.6% |
| 5Y | +484.1% | +53.4% | +430.7% | +297.0% |
| 10Y | +640.4% | +221.5% | +418.9% | +233.0% |
| All | +640.4% | +233.6% | +406.8% | +233.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling