-42.4%
ACI vs ALLE
+51.6%
-94.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -0.9% |
| 7D | +2.3% | +3.6% | -1.3% | +1.8% |
| 30D | +1.2% | +25.9% | -24.6% | -1.4% |
| 3M | +6.8% | +15.8% | -9.0% | +4.9% |
| 6M | -18.7% | +48.1% | -66.8% | -22.9% |
| YTD | -20.2% | +22.0% | -42.2% | -21.8% |
| 1Y | -23.7% | +18.0% | -41.8% | -24.8% |
| 3Y | -31.6% | +93.1% | -124.7% | -39.4% |
| All | -42.4% | +51.6% | -94.0% | -47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling