-43.8%
AAL vs ALLE
+331.3%
-375.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.9% | -2.3% | -3.0% |
| 7D | +1.2% | 0.0% | +1.1% | +1.3% |
| 30D | -0.5% | +20.6% | -21.1% | -13.6% |
| 3M | -22.0% | +11.4% | -33.4% | -28.2% |
| 6M | +4.5% | +42.5% | -38.0% | -20.6% |
| YTD | -15.7% | +18.9% | -34.5% | -27.7% |
| 1Y | -3.7% | +14.2% | -17.8% | -14.9% |
| 3Y | +7.9% | +90.7% | -82.8% | -37.2% |
| 5Y | -40.7% | +52.5% | -93.2% | -59.9% |
| 10Y | -66.3% | +231.2% | -297.5% | -87.2% |
| All | -43.8% | +331.3% | -375.1% | -82.2% |
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