+10.2%
AAL vs ALLE
+43.6%
-33.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.5% |
| 7D | +3.4% | -0.8% | +4.3% | +3.9% |
| 30D | +11.7% | +27.4% | -15.6% | +0.6% |
| 3M | -7.8% | +13.8% | -21.6% | -12.9% |
| 6M | +10.2% | +45.5% | -35.3% | -10.0% |
| All | +10.2% | +43.6% | -33.4% | -10.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling