+55.4%
ACWI vs ALLE
+51.8%
+3.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.9% | -0.9% | -2.9% |
| 7D | -4.0% | 0.0% | -4.1% | -4.0% |
| 30D | -5.8% | +20.6% | -26.4% | -11.7% |
| 3M | -5.0% | +11.4% | -16.4% | -8.6% |
| 6M | +0.7% | +42.5% | -41.8% | -11.6% |
| YTD | +8.4% | +18.9% | -10.5% | +1.0% |
| 1Y | +10.1% | +14.2% | -4.1% | +4.1% |
| 3Y | +70.8% | +90.7% | -19.9% | +27.9% |
| 5Y | +55.4% | +52.5% | +2.9% | +24.0% |
| All | +55.4% | +51.8% | +3.5% | +24.0% |
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