+318.9%
ACN vs ALLE
+327.3%
-8.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.8% | -1.3% |
| 7D | +0.9% | -0.6% | +1.4% | +1.1% |
| 30D | +33.5% | +25.3% | +8.2% | +19.7% |
| 3M | +53.5% | +10.3% | +43.2% | +46.0% |
| 6M | +52.2% | +38.0% | +14.2% | +29.0% |
| YTD | -0.1% | +17.8% | -17.9% | -9.3% |
| 1Y | +11.0% | +13.6% | -2.6% | +2.6% |
| 3Y | -11.8% | +89.2% | -101.0% | -38.8% |
| 5Y | -22.8% | +51.1% | -73.9% | -40.7% |
| 10Y | +162.4% | +228.1% | -65.7% | +35.9% |
| All | +318.9% | +327.3% | -8.4% | +97.2% |
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 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