+743.6%
FN vs ALLE
+222.4%
+521.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.9% | +12.6% | +12.1% |
| 7D | 0.0% | -0.6% | +0.5% | +0.1% |
| 30D | -34.3% | +25.3% | -59.6% | -42.3% |
| 3M | -39.9% | +10.3% | -50.1% | -43.6% |
| 6M | -51.8% | +38.0% | -89.9% | -60.4% |
| YTD | -28.1% | +17.8% | -45.9% | -36.1% |
| 1Y | -29.1% | +13.6% | -42.7% | -35.6% |
| 3Y | +102.4% | +89.2% | +13.2% | +34.6% |
| 5Y | +171.7% | +51.1% | +120.6% | +101.5% |
| All | +743.6% | +222.4% | +521.1% | +336.4% |
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 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