+53.4%
ALLE vs ACM
+3.6%
+49.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.2% | -2.4% | +0.6% |
| 7D | -0.6% | +6.9% | -7.5% | -3.4% |
| 30D | +26.6% | +19.1% | +7.5% | +17.7% |
| 3M | +13.2% | -6.9% | +20.1% | +15.8% |
| 6M | +42.9% | -12.0% | +54.9% | +48.9% |
| YTD | +21.0% | -25.1% | +46.2% | +34.2% |
| 1Y | +15.2% | -45.4% | +60.6% | +49.8% |
| 3Y | +95.6% | -6.9% | +102.5% | +80.6% |
| 5Y | +53.4% | +3.7% | +49.7% | +33.0% |
| All | +53.4% | +3.6% | +49.9% | +33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling