+30.5%
ALL vs ALLE
+14.8%
+15.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +2.9% |
| 7D | -0.1% | +0.1% | -0.2% | -0.2% |
| 30D | +13.8% | +25.9% | -12.1% | +11.7% |
| 3M | -2.8% | +14.9% | -17.6% | -4.2% |
| 6M | +23.7% | +42.1% | -18.4% | +21.0% |
| YTD | +27.3% | +20.4% | +6.9% | +21.9% |
| 1Y | +30.5% | +14.9% | +15.7% | +26.3% |
| All | +30.5% | +14.8% | +15.7% | +26.3% |
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