+14.3%
A vs ALLE
+51.6%
-37.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.1% |
| 7D | -0.5% | +3.6% | -4.0% | -2.1% |
| 30D | 0.0% | +25.9% | -25.9% | -11.5% |
| 3M | +16.7% | +15.8% | +0.9% | +7.7% |
| 6M | +54.8% | +48.1% | +6.7% | +24.9% |
| YTD | +28.8% | +22.0% | +6.8% | +13.8% |
| 1Y | +19.3% | +18.0% | +1.3% | +7.4% |
| 3Y | +65.5% | +93.1% | -27.5% | +11.0% |
| All | +14.3% | +51.6% | -37.4% | -17.2% |
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 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