-14.8%
ACN vs ALLE
+93.1%
-107.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.1% |
| 7D | -4.0% | -0.8% | -3.2% | -3.8% |
| 30D | +19.0% | +27.4% | -8.4% | +10.6% |
| 3M | +42.2% | +13.8% | +28.3% | +36.2% |
| 6M | +50.1% | +45.5% | +4.6% | +34.1% |
| YTD | -2.7% | +21.4% | -24.1% | -8.4% |
| 1Y | +7.6% | +15.4% | -7.8% | +3.1% |
| All | -14.8% | +93.1% | -107.9% | -27.7% |
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