-43.9%
ALB vs ALLE
+13.7%
-57.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.0% | -5.5% | -5.1% |
| 7D | -8.1% | -0.2% | -7.8% | -8.0% |
| 30D | +6.3% | -6.8% | +13.1% | +11.4% |
| 3M | -23.6% | +21.0% | -44.6% | -34.4% |
| 6M | -24.6% | +1.1% | -25.7% | -26.2% |
| YTD | -10.3% | -0.5% | -9.7% | -12.6% |
| 1Y | +61.5% | -7.3% | +68.7% | +65.0% |
| 3Y | -34.0% | +42.3% | -76.2% | -52.1% |
| All | -43.9% | +13.7% | -57.6% | -55.1% |
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