+12.4%
AA vs ALLE
+13.7%
-1.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.8% |
| 7D | -0.7% | -0.2% | -0.5% | -0.6% |
| 30D | +5.0% | -6.8% | +11.8% | +9.7% |
| 3M | -35.8% | +21.0% | -56.9% | -44.1% |
| 6M | -18.4% | +1.1% | -19.5% | -19.9% |
| YTD | -5.5% | -0.5% | -4.9% | -7.2% |
| 1Y | +61.0% | -7.3% | +68.2% | +65.9% |
| 3Y | +66.2% | +42.3% | +24.0% | +22.6% |
| All | +12.4% | +13.7% | -1.3% | -2.9% |
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