+74.9%
FOXA vs ALLE
+49.9%
+25.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.2% |
| 7D | +5.4% | -0.6% | +5.9% | +5.5% |
| 30D | +6.3% | +25.3% | -19.1% | -1.2% |
| 3M | +8.3% | +10.3% | -2.0% | +4.7% |
| 6M | +7.6% | +38.0% | -30.5% | -3.9% |
| YTD | -7.9% | +17.8% | -25.7% | -13.8% |
| 1Y | +2.4% | +13.6% | -11.2% | -2.9% |
| 3Y | +120.3% | +89.2% | +31.1% | +71.2% |
| All | +74.9% | +49.9% | +25.0% | +47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling