+86.3%
FOXA vs ALLE
+88.2%
-1.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.7% | -0.9% |
| 7D | -5.4% | -2.2% | -3.3% | -4.5% |
| 30D | +1.1% | -8.3% | +9.5% | +5.0% |
| 3M | -6.1% | +16.3% | -22.4% | -13.0% |
| 6M | +8.2% | +1.8% | +6.4% | +6.2% |
| YTD | -11.8% | -3.9% | -7.8% | -11.7% |
| 1Y | +9.9% | -10.0% | +19.9% | +13.3% |
| 3Y | +110.7% | +45.8% | +64.9% | +67.9% |
| 5Y | +86.9% | +13.3% | +73.7% | +66.5% |
| All | +86.3% | +88.2% | -1.9% | +13.8% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling