-43.1%
ACI vs ALLE
+13.7%
-56.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.4% |
| 7D | +0.2% | -0.2% | +0.4% | +0.2% |
| 30D | +5.9% | -6.8% | +12.7% | +6.7% |
| 3M | -19.8% | +21.0% | -40.8% | -22.1% |
| 6M | -24.7% | +1.1% | -25.8% | -24.6% |
| YTD | -24.4% | -0.5% | -23.9% | -24.1% |
| 1Y | -31.5% | -7.3% | -24.2% | -30.4% |
| 3Y | -38.7% | +42.3% | -80.9% | -43.1% |
| All | -43.1% | +13.7% | -56.8% | -47.9% |
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