+13.0%
AAL vs ALLE
+88.9%
-75.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.9% | +2.5% |
| 7D | +4.6% | -0.6% | +5.2% | +5.1% |
| 30D | +2.6% | +25.3% | -22.8% | -9.5% |
| 3M | -17.8% | +10.3% | -28.1% | -22.1% |
| 6M | +1.9% | +38.0% | -36.2% | -15.7% |
| YTD | -14.0% | +17.8% | -31.8% | -23.2% |
| 1Y | +0.2% | +13.6% | -13.4% | -8.5% |
| 3Y | +13.0% | +89.2% | -76.2% | -28.3% |
| All | +13.0% | +88.9% | -75.9% | -28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling