+76.0%
ALB vs ALLE
+331.3%
-255.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.9% | +6.5% | +5.5% |
| 7D | +5.5% | 0.0% | +5.4% | +5.3% |
| 30D | -7.5% | +20.6% | -28.1% | -19.2% |
| 3M | -16.9% | +11.4% | -28.3% | -23.6% |
| 6M | -49.2% | +42.5% | -91.8% | -61.1% |
| YTD | -29.9% | +18.9% | -48.8% | -40.0% |
| 1Y | +8.2% | +14.2% | -6.0% | -4.7% |
| 3Y | -19.4% | +90.7% | -110.1% | -50.5% |
| 5Y | -61.6% | +52.5% | -114.1% | -72.9% |
| 10Y | +34.6% | +231.2% | -196.6% | -40.4% |
| All | +76.0% | +331.3% | -255.3% | -27.7% |
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 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