+145.0%
ALL vs ALLE
+49.9%
+95.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.9% | -3.5% | -4.2% |
| 7D | -1.9% | -0.6% | -1.4% | -1.8% |
| 30D | +13.8% | +25.3% | -11.6% | +7.6% |
| 3M | -7.0% | +10.3% | -17.3% | -9.4% |
| 6M | +18.0% | +38.0% | -20.0% | +8.5% |
| YTD | +24.2% | +17.8% | +6.4% | +18.3% |
| 1Y | +31.2% | +13.6% | +17.6% | +26.2% |
| 3Y | +107.5% | +89.2% | +18.3% | +67.5% |
| All | +145.0% | +49.9% | +95.1% | +108.1% |
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