+1,044.1%
FLEX vs ALLE
+331.3%
+712.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.9% | -10.7% | -11.8% |
| 7D | -28.3% | 0.0% | -28.3% | -28.4% |
| 30D | -45.0% | +20.6% | -65.6% | -52.0% |
| 3M | -45.2% | +11.4% | -56.7% | -49.8% |
| 6M | -30.8% | +42.5% | -73.4% | -46.5% |
| YTD | +10.4% | +18.9% | -8.4% | -4.8% |
| 1Y | +2.3% | +14.2% | -11.9% | -9.5% |
| 3Y | +238.9% | +90.7% | +148.2% | +105.1% |
| 5Y | +386.0% | +52.5% | +333.5% | +236.0% |
| 10Y | +551.1% | +231.2% | +319.9% | +177.8% |
| All | +1,044.1% | +331.3% | +712.7% | +324.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling