+151.8%
AGI vs ALLE
+336.8%
-184.9%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.5% | -4.8% | -5.3% |
| 7D | +13.9% | +0.1% | +13.8% | +13.9% |
| 30D | -6.2% | +25.9% | -32.2% | -9.5% |
| 3M | -6.9% | +14.9% | -21.8% | -8.9% |
| 6M | -28.7% | +42.1% | -70.8% | -32.4% |
| YTD | -19.8% | +20.4% | -40.2% | -22.2% |
| 1Y | -4.8% | +14.9% | -19.7% | -7.2% |
| 3Y | +144.3% | +90.1% | +54.2% | +122.2% |
| 5Y | +277.2% | +53.0% | +224.2% | +246.7% |
| 10Y | +365.9% | +208.8% | +157.0% | +299.8% |
| All | +151.8% | +336.8% | -184.9% | +99.6% |
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 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