+11.7%
ACWI vs ALLE
+14.3%
-2.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.5% |
| 7D | +2.7% | +1.6% | +1.1% | +2.5% |
| 30D | -2.6% | +24.1% | -26.7% | -5.0% |
| 3M | -3.2% | +14.8% | -18.0% | -4.6% |
| 6M | +1.9% | +45.9% | -44.0% | -3.5% |
| YTD | +11.3% | +20.7% | -9.4% | +6.9% |
| 1Y | +11.7% | +14.2% | -2.5% | +8.8% |
| All | +11.7% | +14.3% | -2.7% | +8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling