-38.9%
ACI vs ALLE
+42.6%
-81.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.3% |
| 7D | +0.2% | -0.2% | +0.4% | +0.2% |
| 30D | +5.9% | -6.8% | +12.7% | +6.0% |
| 3M | -19.8% | +21.0% | -40.8% | -20.6% |
| 6M | -24.7% | +1.1% | -25.8% | -23.5% |
| YTD | -24.4% | -0.5% | -23.9% | -23.1% |
| 1Y | -31.5% | -7.3% | -24.2% | -29.5% |
| All | -38.9% | +42.6% | -81.5% | -43.0% |
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 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