+27.7%
AGG vs ALLE
+340.4%
-312.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | -0.1% |
| 7D | -0.6% | -0.8% | +0.3% | -0.5% |
| 30D | +1.6% | +27.4% | -25.8% | +1.1% |
| 3M | -0.5% | +13.8% | -14.3% | -0.8% |
| 6M | -1.1% | +45.5% | -46.6% | -1.9% |
| YTD | -0.7% | +21.4% | -22.1% | -1.2% |
| 1Y | -0.7% | +15.4% | -16.0% | -1.1% |
| 3Y | +14.5% | +91.7% | -77.2% | +13.1% |
| 5Y | -0.9% | +54.5% | -55.5% | -2.3% |
| 10Y | +17.1% | +210.5% | -193.5% | +17.1% |
| All | +27.7% | +340.4% | -312.8% | +28.5% |
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