+144.8%
AFL vs ALLE
+49.9%
+94.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.5% |
| 7D | +0.1% | -0.6% | +0.7% | +0.3% |
| 30D | +10.0% | +25.3% | -15.3% | +3.6% |
| 3M | -1.6% | +10.3% | -11.8% | -4.3% |
| 6M | +10.5% | +38.0% | -27.5% | +0.8% |
| YTD | +14.3% | +17.8% | -3.5% | +8.5% |
| 1Y | +11.4% | +13.6% | -2.2% | +6.9% |
| 3Y | +62.4% | +89.2% | -26.8% | +29.1% |
| All | +144.8% | +49.9% | +94.9% | +110.3% |
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