+91.9%
FTI vs ALLE
+327.3%
-235.4%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.1% | +3.6% |
| 7D | -7.6% | -0.6% | -7.1% | -7.5% |
| 30D | -7.1% | +25.3% | -32.5% | -18.8% |
| 3M | -8.7% | +10.3% | -19.0% | -14.6% |
| 6M | -14.0% | +38.0% | -52.0% | -30.1% |
| YTD | +42.8% | +17.8% | +25.1% | +25.8% |
| 1Y | +50.4% | +13.6% | +36.8% | +35.2% |
| 3Y | +194.1% | +89.2% | +104.9% | +88.7% |
| 5Y | +775.2% | +51.1% | +724.2% | +525.0% |
| 10Y | +189.2% | +228.1% | -38.9% | +41.5% |
| All | +91.9% | +327.3% | -235.4% | -13.0% |
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