+197.9%
ACN vs ALLE
+260.9%
-63.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.0% | -4.3% | -3.8% |
| 7D | -1.5% | -0.2% | -1.3% | -1.5% |
| 30D | +9.4% | -6.8% | +16.2% | +13.0% |
| 3M | +5.6% | +21.0% | -15.4% | -4.4% |
| 6M | -9.3% | +1.1% | -10.4% | -11.0% |
| YTD | -29.0% | -0.5% | -28.4% | -29.9% |
| 1Y | -24.7% | -7.3% | -17.4% | -23.2% |
| 3Y | -39.8% | +42.3% | -82.1% | -51.8% |
| 5Y | -40.9% | +13.5% | -54.4% | -47.8% |
| 10Y | +91.1% | +144.0% | -52.9% | +13.5% |
| All | +197.9% | +260.9% | -63.0% | +52.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling