+7.9%
AGI vs ALLE
-10.4%
+18.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.3% |
| 7D | -5.4% | -2.8% | -2.6% | -4.3% |
| 30D | +6.6% | -10.2% | +16.8% | +11.4% |
| 3M | +8.2% | +17.4% | -9.2% | +0.3% |
| 6M | -29.3% | +3.3% | -32.7% | -30.6% |
| YTD | -7.4% | -4.2% | -3.1% | -4.4% |
| 1Y | +7.9% | -10.5% | +18.5% | +11.5% |
| All | +7.9% | -10.4% | +18.3% | +11.5% |
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 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