+10.6%
AFL vs ALLE
-8.3%
+18.9%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.1% | -1.7% |
| 7D | -0.7% | +2.8% | -3.5% | -1.0% |
| 30D | -7.1% | -7.6% | +0.5% | -6.5% |
| 3M | +0.4% | +22.8% | -22.3% | -1.5% |
| 6M | +4.5% | +4.6% | -0.1% | +4.4% |
| YTD | +6.1% | -1.2% | +7.3% | +6.2% |
| 1Y | +10.6% | -9.1% | +19.7% | +12.0% |
| All | +10.6% | -8.3% | +18.9% | +12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling