+655.5%
FN vs ALLE
+225.5%
+430.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -2.9% | -11.4% | -12.8% |
| 7D | -16.0% | 0.0% | -16.0% | -16.0% |
| 30D | -40.1% | +20.6% | -60.7% | -46.3% |
| 3M | -43.9% | +11.4% | -55.3% | -47.6% |
| 6M | -55.6% | +42.5% | -98.2% | -64.2% |
| YTD | -35.7% | +18.9% | -54.5% | -43.0% |
| 1Y | -39.8% | +14.2% | -54.0% | -45.4% |
| 3Y | +80.3% | +90.7% | -10.4% | +19.4% |
| 5Y | +143.3% | +52.5% | +90.8% | +79.7% |
| All | +655.5% | +225.5% | +430.0% | +289.3% |
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