+10.1%
ACWI vs ALLE
+14.6%
-4.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.9% | -0.9% | -3.5% |
| 7D | -4.0% | 0.0% | -4.1% | -4.0% |
| 30D | -5.8% | +20.6% | -26.4% | -7.8% |
| 3M | -5.0% | +11.4% | -16.4% | -6.0% |
| 6M | +0.7% | +42.5% | -41.8% | -4.3% |
| YTD | +8.4% | +18.9% | -10.5% | +4.3% |
| 1Y | +10.1% | +14.2% | -4.1% | +7.2% |
| All | +10.1% | +14.6% | -4.5% | +7.2% |
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 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