+90.3%
FOXA vs ALLE
+93.5%
-3.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | -0.6% | +2.8% | -3.4% | -1.8% |
| 30D | +2.3% | -7.6% | +10.0% | +5.8% |
| 3M | -2.8% | +22.8% | -25.6% | -12.2% |
| 6M | +9.6% | +4.6% | +5.0% | +6.2% |
| YTD | -9.9% | -1.2% | -8.7% | -10.9% |
| 1Y | +5.4% | -9.1% | +14.5% | +8.3% |
| 3Y | +115.3% | +50.0% | +65.3% | +69.4% |
| 5Y | +93.1% | +15.2% | +77.8% | +70.9% |
| All | +90.3% | +93.5% | -3.2% | +14.8% |
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 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