+1,133.2%
FTI vs ALLE
+13.7%
+1,119.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.7% |
| 7D | +5.3% | -0.2% | +5.5% | +5.3% |
| 30D | +15.3% | -6.8% | +22.1% | +18.2% |
| 3M | +15.8% | +21.0% | -5.3% | +6.5% |
| 6M | +22.6% | +1.1% | +21.5% | +21.1% |
| YTD | +79.5% | -0.5% | +80.1% | +77.7% |
| 1Y | +102.0% | -7.3% | +109.3% | +105.4% |
| 3Y | +315.8% | +42.3% | +273.6% | +243.1% |
| All | +1,133.2% | +13.7% | +1,119.5% | +1,079.7% |
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 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