+68.0%
ACWI vs ALLE
+13.7%
+54.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.4% |
| 7D | +0.5% | -0.2% | +0.7% | +0.6% |
| 30D | +0.9% | -6.8% | +7.7% | +3.2% |
| 3M | +2.4% | +21.0% | -18.6% | -4.8% |
| 6M | +12.4% | +1.1% | +11.3% | +11.3% |
| YTD | +15.2% | -0.5% | +15.7% | +14.1% |
| 1Y | +22.7% | -7.3% | +30.0% | +24.6% |
| 3Y | +75.8% | +42.3% | +33.5% | +47.5% |
| All | +68.0% | +13.7% | +54.2% | +45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling