+152.7%
AA vs ALLE
+260.9%
-108.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.0% |
| 3M | -35.8% | +21.0% | -56.9% | -44.5% |
| 6M | -18.4% | +1.1% | -19.5% | -20.4% |
| YTD | -5.5% | -0.5% | -4.9% | -7.7% |
| 1Y | +61.0% | -7.3% | +68.2% | +64.9% |
| 3Y | +66.2% | +42.3% | +24.0% | +24.2% |
| 5Y | +11.4% | +13.5% | -2.1% | -4.1% |
| 10Y | +116.9% | +144.0% | -27.2% | +17.4% |
| All | +152.7% | +260.9% | -108.2% | +20.1% |
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