+141.2%
ADI vs ALLE
+13.7%
+127.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.1% |
| 7D | +0.4% | -0.2% | +0.7% | +0.5% |
| 30D | -3.8% | -6.8% | +3.0% | 0.0% |
| 3M | -15.3% | +21.0% | -36.3% | -24.9% |
| 6M | +6.7% | +1.1% | +5.6% | +5.1% |
| YTD | +34.8% | -0.5% | +35.3% | +32.8% |
| 1Y | +49.0% | -7.3% | +56.3% | +53.2% |
| 3Y | +108.1% | +42.3% | +65.8% | +61.4% |
| All | +141.2% | +13.7% | +127.5% | +98.3% |
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 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