+31.2%
ALL vs ALLE
+13.1%
+18.0%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.9% | -3.5% | -4.4% |
| 7D | -1.9% | -0.6% | -1.4% | -1.9% |
| 30D | +13.8% | +25.3% | -11.6% | +11.7% |
| 3M | -7.0% | +10.3% | -17.3% | -8.1% |
| 6M | +18.0% | +38.0% | -20.0% | +15.7% |
| YTD | +24.2% | +17.8% | +6.4% | +19.1% |
| 1Y | +31.2% | +13.6% | +17.6% | +27.3% |
| All | +31.2% | +13.1% | +18.0% | +27.3% |
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