+548.4%
ALL vs ALLE
+331.3%
+217.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | +0.2% |
| 7D | +4.2% | 0.0% | +4.2% | +4.2% |
| 30D | +18.9% | +20.6% | -1.7% | +10.9% |
| 3M | +1.2% | +11.4% | -10.2% | -3.0% |
| 6M | +23.2% | +42.5% | -19.3% | +7.1% |
| YTD | +30.0% | +18.9% | +11.1% | +20.0% |
| 1Y | +39.6% | +14.2% | +25.4% | +30.9% |
| 3Y | +115.2% | +90.7% | +24.6% | +60.2% |
| 5Y | +156.2% | +52.5% | +103.8% | +104.4% |
| 10Y | +398.0% | +231.2% | +166.8% | +198.5% |
| All | +548.4% | +331.3% | +217.1% | +253.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling