+651.7%
FLEX vs ALLE
+212.2%
+439.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +2.9% | +3.2% |
| 7D | +2.2% | -0.8% | +3.1% | +3.2% |
| 30D | -32.6% | +27.4% | -60.0% | -43.4% |
| 3M | -35.5% | +13.8% | -49.3% | -41.7% |
| 6M | -45.6% | +45.5% | -91.1% | -58.8% |
| YTD | +30.7% | +21.4% | +9.3% | +10.9% |
| 1Y | +28.4% | +15.4% | +13.0% | +12.7% |
| 3Y | +301.7% | +91.7% | +210.0% | +137.3% |
| 5Y | +473.3% | +54.5% | +418.7% | +287.3% |
| 10Y | +651.7% | +210.5% | +441.2% | +234.2% |
| All | +651.7% | +212.2% | +439.6% | +234.2% |
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 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