+8.1%
FPS vs ALLE
-9.5%
+17.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.4% | +2.1% |
| 7D | +3.1% | -0.2% | +3.4% | +3.2% |
| 30D | -18.6% | -6.8% | -11.8% | -16.5% |
| 3M | -51.5% | +21.0% | -72.5% | -55.4% |
| 6M | -8.5% | +1.1% | -9.6% | -7.0% |
| All | +8.1% | -9.5% | +17.6% | +17.2% |
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 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