+1,918.8%
FN vs ALLE
+260.9%
+1,658.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.1% | +2.6% |
| 7D | -1.7% | -0.2% | -1.5% | -1.6% |
| 30D | -22.0% | -6.8% | -15.2% | -19.1% |
| 3M | -43.0% | +21.0% | -64.0% | -48.9% |
| 6M | -27.7% | +1.1% | -28.9% | -28.7% |
| YTD | -10.5% | -0.5% | -10.0% | -11.8% |
| 1Y | +12.5% | -7.3% | +19.7% | +15.0% |
| 3Y | +153.8% | +42.3% | +111.5% | +102.5% |
| 5Y | +288.0% | +13.5% | +274.5% | +241.5% |
| 10Y | +906.4% | +144.0% | +762.4% | +500.1% |
| All | +1,918.8% | +260.9% | +1,658.0% | +947.5% |
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