+160.3%
FN vs ALLE
+42.6%
+117.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.1% | +2.7% |
| 7D | -1.7% | -0.2% | -1.5% | -1.6% |
| 30D | -22.0% | -6.8% | -15.2% | -19.6% |
| 3M | -43.0% | +21.0% | -64.0% | -47.8% |
| 6M | -27.7% | +1.1% | -28.9% | -27.6% |
| YTD | -10.5% | -0.5% | -10.0% | -10.7% |
| 1Y | +12.5% | -7.3% | +19.7% | +16.7% |
| All | +160.3% | +42.6% | +117.8% | +103.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling