+59.9%
FND vs ALLE
+153.6%
-93.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | +0.3% |
| 7D | +7.7% | -0.6% | +8.3% | +8.4% |
| 30D | +11.9% | +25.3% | -13.5% | -6.9% |
| 3M | -14.6% | +10.3% | -24.9% | -20.9% |
| 6M | +0.5% | +38.0% | -37.6% | -22.6% |
| YTD | -15.8% | +17.8% | -33.6% | -26.9% |
| 1Y | -12.9% | +13.6% | -26.5% | -22.1% |
| 3Y | -34.2% | +89.2% | -123.4% | -60.5% |
| 5Y | -61.6% | +51.1% | -112.6% | -72.7% |
| All | +59.9% | +153.6% | -93.7% | -19.3% |
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