+883.3%
FTI vs ALLE
+51.6%
+831.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +1.7% |
| 7D | +4.3% | +3.6% | +0.8% | +3.2% |
| 30D | -4.7% | +25.9% | -30.6% | -12.0% |
| 3M | -13.5% | +15.8% | -29.3% | -18.0% |
| 6M | -8.7% | +48.1% | -56.8% | -21.6% |
| YTD | +49.0% | +22.0% | +27.0% | +37.3% |
| 1Y | +54.0% | +18.0% | +36.0% | +43.9% |
| 3Y | +211.6% | +93.1% | +118.5% | +131.7% |
| All | +883.3% | +51.6% | +831.7% | +733.5% |
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