+28.2%
AGG vs ALLE
+339.1%
-310.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.7% | 0.0% |
| 7D | +0.4% | -0.6% | +1.1% | +0.4% |
| 30D | +2.1% | +26.6% | -24.5% | +1.6% |
| 3M | -0.3% | +13.2% | -13.5% | -0.6% |
| 6M | -0.9% | +42.9% | -43.8% | -1.7% |
| YTD | -0.3% | +21.0% | -21.4% | -0.8% |
| 1Y | 0.0% | +15.2% | -15.1% | -0.4% |
| 3Y | +15.3% | +95.6% | -80.3% | +13.9% |
| 5Y | -1.4% | +53.4% | -54.8% | -2.7% |
| 10Y | +16.9% | +221.5% | -204.6% | +17.0% |
| All | +28.2% | +339.1% | -310.9% | +29.0% |
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