-7.3%
ALB vs ALLE
+14.8%
-22.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.7% | -4.1% |
| 7D | +5.3% | +0.1% | +5.2% | +5.2% |
| 30D | -6.3% | +25.9% | -32.2% | -10.2% |
| 3M | -27.4% | +14.9% | -42.3% | -29.1% |
| 6M | -53.1% | +42.1% | -95.2% | -56.4% |
| YTD | -32.3% | +20.4% | -52.7% | -36.1% |
| 1Y | -7.3% | +14.9% | -22.2% | -8.0% |
| All | -7.3% | +14.8% | -22.1% | -8.0% |
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