+22.8%
FLEX vs ALLE
+15.5%
+7.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.8% | +9.3% | +11.4% |
| 7D | -7.2% | -0.6% | -6.5% | -7.0% |
| 30D | -34.8% | +26.6% | -61.4% | -38.6% |
| 3M | -35.6% | +13.2% | -48.8% | -36.5% |
| 6M | -45.0% | +42.9% | -87.9% | -51.4% |
| YTD | +29.4% | +21.0% | +8.3% | +16.8% |
| All | +22.8% | +15.5% | +7.4% | +13.1% |
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 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