-94.4%
AAOX vs ALLE
+35.0%
-129.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -0.5% | -10.5% | -11.3% |
| 7D | +22.0% | +1.6% | +20.4% | +22.8% |
| 30D | -76.8% | +24.1% | -100.9% | -72.8% |
| 3M | -90.7% | +14.8% | -105.6% | -89.4% |
| 6M | -97.2% | +45.9% | -143.1% | -95.9% |
| All | -94.4% | +35.0% | -129.4% | -91.1% |
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 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