+10.4%
AA vs ALLE
+15.9%
-5.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.8% | +2.5% |
| 7D | +1.1% | -0.8% | +2.0% | +1.3% |
| 30D | -1.3% | +27.4% | -28.6% | -5.1% |
| 3M | -23.9% | +13.8% | -37.8% | -25.0% |
| 6M | -36.8% | +45.5% | -82.3% | -41.2% |
| YTD | -22.2% | +21.4% | -43.6% | -23.5% |
| 1Y | +10.4% | +15.4% | -5.0% | +15.2% |
| All | +10.4% | +15.9% | -5.5% | +15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling