+70.6%
ACWI vs ALLE
+90.7%
-20.0%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.9% | -0.9% | -3.2% |
| 7D | -4.0% | 0.0% | -4.1% | -4.0% |
| 30D | -5.8% | +20.6% | -26.4% | -9.9% |
| 3M | -5.0% | +11.4% | -16.4% | -7.4% |
| 6M | +0.7% | +42.5% | -41.8% | -8.2% |
| YTD | +8.4% | +18.9% | -10.5% | +3.3% |
| 1Y | +10.1% | +14.2% | -4.1% | +6.1% |
| All | +70.6% | +90.7% | -20.0% | +40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling