-12.9%
ALB vs ALLE
+88.9%
-101.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.4% |
| 7D | +9.1% | -0.6% | +9.6% | +9.3% |
| 30D | -3.4% | +25.3% | -28.7% | -16.4% |
| 3M | -20.6% | +10.3% | -30.9% | -25.6% |
| 6M | -48.2% | +38.0% | -86.2% | -58.7% |
| YTD | -29.2% | +17.8% | -47.0% | -38.0% |
| 1Y | +10.0% | +13.6% | -3.6% | -0.6% |
| 3Y | -12.9% | +89.2% | -102.1% | -57.7% |
| All | -12.9% | +88.9% | -101.8% | -57.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling