+565.2%
FLEX vs ALLE
+222.4%
+342.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.9% | +5.5% | +5.2% |
| 7D | -19.3% | -0.6% | -18.8% | -19.1% |
| 30D | -41.5% | +25.3% | -66.9% | -50.4% |
| 3M | -43.1% | +10.3% | -53.4% | -47.6% |
| 6M | -48.2% | +38.0% | -86.3% | -59.5% |
| YTD | +15.5% | +17.8% | -2.3% | -0.3% |
| 1Y | +10.2% | +13.6% | -3.4% | -2.5% |
| 3Y | +256.8% | +89.2% | +167.6% | +112.2% |
| 5Y | +408.2% | +51.1% | +357.1% | +247.8% |
| All | +565.2% | +222.4% | +342.7% | +204.1% |
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