+44.4%
ALAB vs ALLE
+14.3%
+30.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.8% | -1.3% |
| 7D | +26.9% | +1.6% | +25.4% | +26.7% |
| 30D | -30.0% | +24.1% | -54.1% | -30.9% |
| 3M | -28.5% | +14.8% | -43.4% | -28.2% |
| 6M | +11.4% | +45.9% | -34.4% | +3.9% |
| YTD | +36.9% | +20.7% | +16.2% | +38.3% |
| 1Y | +44.4% | +14.2% | +30.2% | +56.3% |
| All | +44.4% | +14.3% | +30.0% | +56.3% |
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