+400.4%
ALAB vs ALLE
+21.1%
+379.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.0% | +8.7% | +9.4% |
| 7D | +7.2% | -0.2% | +7.5% | +7.3% |
| 30D | -2.5% | -6.8% | +4.3% | 0.0% |
| 3M | -13.3% | +21.0% | -34.3% | -20.2% |
| 6M | +172.8% | +1.1% | +171.7% | +171.4% |
| YTD | +86.6% | -0.5% | +87.1% | +86.4% |
| 1Y | +65.2% | -7.3% | +72.4% | +71.0% |
| All | +400.4% | +21.1% | +379.3% | +275.2% |
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