+7.7%
AAL vs ALLE
+18.6%
-10.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.8% | +4.6% | +5.6% |
| 7D | +8.3% | +6.7% | +1.7% | +5.6% |
| 30D | +6.2% | +25.4% | -19.2% | -3.2% |
| 3M | -17.7% | +16.9% | -34.6% | -22.8% |
| 6M | +15.4% | +46.6% | -31.1% | -2.4% |
| YTD | -11.1% | +22.4% | -33.5% | -23.8% |
| 1Y | +7.7% | +17.7% | -10.0% | -3.0% |
| All | +7.7% | +18.6% | -10.8% | -3.0% |
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