+0.3%
AGI vs ALLE
+18.6%
-18.3%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +1.8% | +9.0% | +10.2% |
| 7D | -5.3% | +6.7% | -11.9% | -7.4% |
| 30D | -7.1% | +25.4% | -32.5% | -15.3% |
| 3M | +4.4% | +16.9% | -12.5% | -1.7% |
| 6M | -23.0% | +46.6% | -69.6% | -35.4% |
| YTD | -22.0% | +22.4% | -44.4% | -26.6% |
| 1Y | +0.3% | +17.7% | -17.5% | -3.6% |
| All | +0.3% | +18.6% | -18.3% | -3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling