+452.1%
FLEX vs ALLE
+53.6%
+398.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +2.9% | +3.3% |
| 7D | +2.2% | -0.8% | +3.1% | +3.0% |
| 30D | -32.6% | +27.4% | -60.0% | -41.5% |
| 3M | -35.5% | +13.8% | -49.3% | -40.3% |
| 6M | -45.6% | +45.5% | -91.1% | -56.8% |
| YTD | +30.7% | +21.4% | +9.3% | +14.3% |
| 1Y | +28.4% | +15.4% | +13.0% | +15.8% |
| 3Y | +301.7% | +91.7% | +210.0% | +152.4% |
| All | +452.1% | +53.6% | +398.6% | +288.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling