+141.2%
FTI vs ALLE
+260.9%
-119.6%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.9% |
| 7D | +5.3% | -0.2% | +5.5% | +5.3% |
| 30D | +15.3% | -6.8% | +22.1% | +19.7% |
| 3M | +15.8% | +21.0% | -5.3% | +2.3% |
| 6M | +22.6% | +1.1% | +21.5% | +19.4% |
| YTD | +79.5% | -0.5% | +80.1% | +75.4% |
| 1Y | +102.0% | -7.3% | +109.3% | +104.6% |
| 3Y | +315.8% | +42.3% | +273.6% | +216.7% |
| 5Y | +1,129.5% | +13.5% | +1,116.0% | +955.7% |
| 10Y | +320.9% | +144.0% | +176.9% | +141.7% |
| All | +141.2% | +260.9% | -119.6% | +21.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling