+180.2%
FTI vs ALLE
+233.6%
-53.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.0% | -0.8% |
| 7D | -4.3% | -0.6% | -3.7% | -4.0% |
| 30D | -8.0% | +26.6% | -34.6% | -20.3% |
| 3M | -8.0% | +13.2% | -21.2% | -15.3% |
| 6M | -8.7% | +42.9% | -51.6% | -27.7% |
| YTD | +43.9% | +21.0% | +22.8% | +24.3% |
| 1Y | +49.8% | +15.2% | +34.6% | +33.4% |
| 3Y | +211.7% | +95.6% | +116.1% | +91.1% |
| 5Y | +781.6% | +53.4% | +728.1% | +515.8% |
| 10Y | +180.2% | +221.5% | -41.3% | +39.7% |
| All | +180.2% | +233.6% | -53.5% | +39.7% |
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