-24.4%
ACN vs ALLE
+54.3%
-78.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.3% |
| 7D | -4.0% | -0.8% | -3.2% | -3.7% |
| 30D | +19.0% | +27.4% | -8.4% | +6.6% |
| 3M | +42.2% | +13.8% | +28.3% | +33.7% |
| 6M | +50.1% | +45.5% | +4.6% | +25.6% |
| YTD | -2.7% | +21.4% | -24.1% | -12.0% |
| 1Y | +7.6% | +15.4% | -7.8% | -0.2% |
| 3Y | -15.9% | +91.7% | -107.6% | -42.5% |
| 5Y | -24.4% | +54.5% | -78.9% | -41.2% |
| All | -24.4% | +54.3% | -78.6% | -41.2% |
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