+1,000.1%
FLEX vs ALLE
+144.1%
+855.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +0.8% |
| 7D | -0.9% | -0.2% | -0.7% | -0.8% |
| 30D | -10.1% | -6.8% | -3.4% | -6.0% |
| 3M | -31.3% | +21.0% | -52.4% | -40.4% |
| 6M | +71.3% | +1.1% | +70.2% | +68.3% |
| YTD | +81.2% | -0.5% | +81.8% | +78.0% |
| 1Y | +98.5% | -7.3% | +105.7% | +103.8% |
| 3Y | +428.2% | +42.3% | +386.0% | +289.4% |
| 5Y | +657.3% | +13.5% | +643.8% | +542.5% |
| All | +1,000.1% | +144.1% | +855.9% | +492.5% |
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