+51.1%
ACN vs ALLE
+42.1%
+9.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +1.1% |
| 7D | +7.3% | 0.0% | +7.2% | +7.2% |
| 30D | +38.2% | +20.6% | +17.6% | +31.2% |
| 3M | +56.6% | +11.4% | +45.2% | +49.7% |
| 6M | +51.1% | +42.5% | +8.6% | +45.3% |
| All | +51.1% | +42.1% | +9.0% | +45.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling