+334.0%
A vs ALLE
+260.9%
+73.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.7% |
| 3M | +9.2% | +21.0% | -11.8% | -1.2% |
| 6M | +25.7% | +1.1% | +24.6% | +24.1% |
| YTD | +11.5% | -0.5% | +12.1% | +10.2% |
| 1Y | +18.4% | -7.3% | +25.6% | +21.2% |
| 3Y | +26.6% | +42.3% | -15.7% | +3.0% |
| 5Y | -12.8% | +13.5% | -26.3% | -22.4% |
| 10Y | +247.2% | +144.0% | +103.1% | +97.0% |
| All | +334.0% | +260.9% | +73.1% | +99.3% |
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