+424.8%
FLEX vs ALLE
+51.6%
+373.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.0% | -5.0% | -4.5% |
| 7D | +7.5% | +3.6% | +3.9% | +5.6% |
| 30D | -25.3% | +25.9% | -51.2% | -34.6% |
| 3M | -39.7% | +15.8% | -55.4% | -44.7% |
| 6M | -47.9% | +48.1% | -95.9% | -59.1% |
| YTD | +24.1% | +22.0% | +2.1% | +8.3% |
| 1Y | +26.0% | +18.0% | +7.9% | +12.0% |
| 3Y | +282.7% | +93.1% | +189.6% | +139.4% |
| All | +424.8% | +51.6% | +373.2% | +265.5% |
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 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