-43.6%
ALAB vs ALLE
+14.0%
-57.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -2.9% | -16.7% | -20.5% |
| 7D | -38.2% | 0.0% | -38.2% | -37.7% |
| 30D | -54.0% | +20.6% | -74.5% | -48.9% |
| 3M | -43.6% | +11.4% | -55.0% | -36.9% |
| All | -43.6% | +14.0% | -57.6% | -36.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling