+246.0%
ACWI vs ALLE
+331.3%
-85.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.9% | -0.9% | -2.7% |
| 7D | -4.0% | 0.0% | -4.1% | -4.0% |
| 30D | -5.8% | +20.6% | -26.4% | -12.8% |
| 3M | -5.0% | +11.4% | -16.4% | -9.4% |
| 6M | +0.7% | +42.5% | -41.8% | -13.6% |
| YTD | +8.4% | +18.9% | -10.5% | -0.5% |
| 1Y | +10.1% | +14.2% | -4.1% | +2.6% |
| 3Y | +70.8% | +90.7% | -19.9% | +25.4% |
| 5Y | +55.4% | +52.5% | +2.9% | +23.0% |
| 10Y | +223.3% | +231.2% | -7.9% | +80.3% |
| All | +246.0% | +331.3% | -85.3% | +76.6% |
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