+1,593.0%
FN vs ALLE
+344.1%
+1,248.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.8% | -7.7% | -6.8% |
| 7D | -7.0% | +6.7% | -13.6% | -10.2% |
| 30D | -24.7% | +25.4% | -50.1% | -33.7% |
| 3M | -35.7% | +16.9% | -52.6% | -41.4% |
| 6M | -52.4% | +46.6% | -99.0% | -61.9% |
| YTD | -25.0% | +22.4% | -47.4% | -34.4% |
| 1Y | -25.7% | +17.7% | -43.4% | -33.6% |
| 3Y | +110.2% | +96.3% | +13.9% | +39.9% |
| 5Y | +192.3% | +57.4% | +134.9% | +115.6% |
| 10Y | +812.3% | +241.0% | +571.2% | +358.8% |
| All | +1,593.0% | +344.1% | +1,248.8% | +679.5% |
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 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