+209.3%
AG vs ALLE
+92.1%
+117.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.5% | -4.7% | -5.0% |
| 7D | -6.0% | +1.6% | -7.6% | -6.7% |
| 30D | -14.3% | +24.1% | -38.4% | -23.1% |
| 3M | -26.9% | +14.8% | -41.8% | -31.7% |
| 6M | -42.1% | +45.9% | -88.0% | -52.5% |
| YTD | -15.9% | +20.7% | -36.6% | -23.6% |
| 1Y | +11.5% | +14.2% | -2.7% | +4.0% |
| All | +209.3% | +92.1% | +117.3% | +116.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling