+373.0%
AFL vs ALLE
+260.9%
+112.2%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.4% |
| 7D | +0.6% | -0.2% | +0.8% | +0.7% |
| 30D | -6.2% | -6.8% | +0.6% | -3.3% |
| 3M | +2.2% | +21.0% | -18.9% | -6.9% |
| 6M | +5.3% | +1.1% | +4.2% | +3.5% |
| YTD | +8.0% | -0.5% | +8.5% | +6.4% |
| 1Y | +10.2% | -7.3% | +17.5% | +11.9% |
| 3Y | +67.1% | +42.3% | +24.8% | +33.8% |
| 5Y | +135.6% | +13.5% | +122.1% | +107.0% |
| 10Y | +299.4% | +144.0% | +155.3% | +144.6% |
| All | +373.0% | +260.9% | +112.2% | +152.2% |
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