+102.0%
FTI vs ALLE
-5.8%
+107.9%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.3% |
| 7D | +5.3% | -0.2% | +5.5% | +5.3% |
| 30D | +15.3% | -6.8% | +22.1% | +15.2% |
| 3M | +15.8% | +21.0% | -5.3% | +14.9% |
| 6M | +22.6% | +1.1% | +21.5% | +24.5% |
| YTD | +79.5% | -0.5% | +80.1% | +82.9% |
| 1Y | +102.0% | -7.3% | +109.3% | +100.4% |
| All | +102.0% | -5.8% | +107.9% | +100.4% |
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