+0.3%
AG vs ALLE
+51.6%
-51.3%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.4% | -2.9% |
| 7D | -10.0% | +3.6% | -13.5% | -11.3% |
| 30D | -10.5% | +25.9% | -36.4% | -19.7% |
| 3M | -27.3% | +15.8% | -43.0% | -32.1% |
| 6M | -43.0% | +48.1% | -91.1% | -52.8% |
| YTD | -17.9% | +22.0% | -39.9% | -25.5% |
| 1Y | +11.9% | +18.0% | -6.1% | +3.1% |
| 3Y | +201.8% | +93.1% | +108.7% | +120.5% |
| All | +0.3% | +51.6% | -51.3% | -22.8% |
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