+249.6%
ALAB vs ALLE
+47.4%
+202.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +2.8% | +11.0% | +13.0% |
| 7D | -5.6% | -0.6% | -4.9% | -5.2% |
| 30D | -36.6% | +26.6% | -63.2% | -40.9% |
| 3M | -35.1% | +13.2% | -48.3% | -37.0% |
| 6M | +8.5% | +42.9% | -34.3% | -4.5% |
| YTD | +30.4% | +21.0% | +9.3% | +23.1% |
| 1Y | +31.0% | +15.2% | +15.9% | +27.1% |
| All | +249.6% | +47.4% | +202.3% | +147.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling