+122.2%
ALL vs ALLE
+13.7%
+108.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.6% |
| 7D | 0.0% | -0.2% | +0.3% | +0.1% |
| 30D | -1.5% | -6.8% | +5.3% | +0.2% |
| 3M | +23.6% | +21.0% | +2.6% | +17.5% |
| 6M | +22.3% | +1.1% | +21.2% | +21.6% |
| YTD | +26.5% | -0.5% | +27.1% | +25.7% |
| 1Y | +27.0% | -7.3% | +34.3% | +28.6% |
| 3Y | +149.6% | +42.3% | +107.3% | +119.2% |
| All | +122.2% | +13.7% | +108.5% | +99.1% |
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