+17.7%
ALLE vs ACM
-46.6%
+64.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.9% | -1.2% | +1.2% |
| 7D | +6.7% | +9.5% | -2.9% | +4.9% |
| 30D | +25.4% | +14.7% | +10.7% | +22.3% |
| 3M | +16.9% | -9.5% | +26.4% | +17.5% |
| 6M | +46.6% | -18.0% | +64.6% | +47.9% |
| YTD | +22.4% | -27.3% | +49.7% | +25.2% |
| 1Y | +17.7% | -47.0% | +64.7% | +20.4% |
| All | +17.7% | -46.6% | +64.3% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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