+94.8%
AA vs ALLE
+331.3%
-236.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.9% | -2.4% | -3.4% |
| 7D | -3.7% | 0.0% | -3.7% | -3.6% |
| 30D | -10.8% | +20.6% | -31.4% | -22.2% |
| 3M | -19.1% | +11.4% | -30.5% | -25.7% |
| 6M | -38.7% | +42.5% | -81.2% | -53.2% |
| YTD | -27.1% | +18.9% | -46.0% | -37.6% |
| 1Y | +8.3% | +14.2% | -5.8% | -4.5% |
| 3Y | +49.6% | +90.7% | -41.1% | -9.8% |
| 5Y | -15.5% | +52.5% | -68.0% | -41.3% |
| 10Y | +60.9% | +231.2% | -170.4% | -28.5% |
| All | +94.8% | +331.3% | -236.6% | -18.9% |
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 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