-3.2%
ALB vs ALLE
+15.5%
-18.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -0.5% |
| 7D | +9.5% | -0.6% | +10.1% | +9.5% |
| 30D | -2.1% | +26.6% | -28.7% | -6.3% |
| 3M | -24.1% | +13.2% | -37.3% | -25.8% |
| 6M | -51.0% | +42.9% | -93.9% | -54.5% |
| YTD | -29.3% | +21.0% | -50.4% | -33.4% |
| All | -3.2% | +15.5% | -18.7% | -4.0% |
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 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