+117.2%
ALL vs ALLE
+90.7%
+26.6%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.4% |
| 7D | +4.2% | 0.0% | +4.2% | +4.2% |
| 30D | +18.9% | +20.6% | -1.7% | +15.6% |
| 3M | +1.2% | +11.4% | -10.2% | -0.6% |
| 6M | +23.2% | +42.5% | -19.3% | +16.7% |
| YTD | +30.0% | +18.9% | +11.1% | +26.2% |
| 1Y | +39.6% | +14.2% | +25.4% | +36.6% |
| All | +117.2% | +90.7% | +26.6% | +106.4% |
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