+259.7%
ACWI vs ALLE
+344.1%
-84.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +1.0% |
| 7D | -0.5% | +6.7% | -7.1% | -3.0% |
| 30D | -1.6% | +25.4% | -27.0% | -10.4% |
| 3M | -1.3% | +16.9% | -18.3% | -7.7% |
| 6M | +5.8% | +46.6% | -40.7% | -10.1% |
| YTD | +12.7% | +22.4% | -9.7% | +2.2% |
| 1Y | +15.0% | +17.7% | -2.7% | +5.9% |
| 3Y | +77.5% | +96.3% | -18.8% | +28.9% |
| 5Y | +61.9% | +57.4% | +4.5% | +26.6% |
| 10Y | +236.1% | +241.0% | -4.9% | +85.3% |
| All | +259.7% | +344.1% | -84.4% | +81.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling