+71.0%
A vs ALLE
+93.1%
-22.1%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.8% | +0.3% | +1.9% |
| 7D | +4.8% | -0.6% | +5.4% | +5.0% |
| 30D | +5.6% | +26.6% | -21.0% | -5.1% |
| 3M | +23.6% | +13.2% | +10.4% | +16.8% |
| 6M | +56.4% | +42.9% | +13.5% | +31.7% |
| YTD | +33.4% | +21.0% | +12.4% | +20.1% |
| 1Y | +23.7% | +15.2% | +8.5% | +14.4% |
| 3Y | +71.0% | +95.6% | -24.6% | +33.7% |
| All | +71.0% | +93.1% | -22.1% | +33.7% |
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 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