+405.4%
AFL vs ALLE
+339.1%
+66.2%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.8% | -0.3% |
| 7D | +0.5% | -0.6% | +1.1% | +0.7% |
| 30D | +9.3% | +26.6% | -17.3% | -1.8% |
| 3M | +1.0% | +13.2% | -12.2% | -4.8% |
| 6M | +11.8% | +42.9% | -31.0% | -5.8% |
| YTD | +15.3% | +21.0% | -5.7% | +3.8% |
| 1Y | +12.1% | +15.2% | -3.1% | +3.2% |
| 3Y | +65.0% | +95.6% | -30.6% | +13.5% |
| 5Y | +149.1% | +53.4% | +95.7% | +88.9% |
| 10Y | +340.9% | +221.5% | +119.4% | +139.8% |
| All | +405.4% | +339.1% | +66.2% | +146.2% |
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