+201.4%
AGI vs ALLE
+260.9%
-59.4%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -2.1% |
| 7D | +0.6% | -0.2% | +0.8% | +0.6% |
| 30D | +18.2% | -6.8% | +25.0% | +19.4% |
| 3M | -4.1% | +21.0% | -25.2% | -6.8% |
| 6M | -28.7% | +1.1% | -29.8% | -29.0% |
| YTD | -4.0% | -0.5% | -3.4% | -4.1% |
| 1Y | +17.4% | -7.3% | +24.7% | +18.2% |
| 3Y | +203.0% | +42.3% | +160.8% | +187.1% |
| 5Y | +376.7% | +13.5% | +363.2% | +354.4% |
| 10Y | +407.5% | +144.0% | +263.4% | +349.6% |
| All | +201.4% | +260.9% | -59.4% | +146.0% |
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