+30.0%
A vs ALLE
+42.6%
-12.6%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.1% |
| 7D | -1.9% | -0.2% | -1.7% | -1.8% |
| 30D | +6.9% | -6.8% | +13.7% | +10.5% |
| 3M | +9.2% | +21.0% | -11.8% | -0.9% |
| 6M | +25.7% | +1.1% | +24.6% | +24.1% |
| YTD | +11.5% | -0.5% | +12.1% | +9.9% |
| 1Y | +18.4% | -7.3% | +25.6% | +21.1% |
| All | +30.0% | +42.6% | -12.6% | +2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling