-22.6%
FPS vs ALLE
+11.4%
-34.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +1.8% | -19.1% | -17.2% |
| 7D | -23.3% | +6.7% | -30.0% | -23.1% |
| 30D | -42.4% | +25.4% | -67.8% | -42.9% |
| 3M | -43.0% | +16.9% | -60.0% | -42.1% |
| 6M | -44.5% | +46.6% | -91.0% | -48.7% |
| All | -22.6% | +11.4% | -34.0% | -16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling