+270.3%
ALLE vs ACM
+133.2%
+137.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | -0.2% | -3.7% | +3.5% | +1.3% |
| 30D | -6.8% | -11.1% | +4.3% | -2.9% |
| 3M | +21.0% | -8.0% | +29.0% | +24.0% |
| 6M | +1.1% | -29.7% | +30.8% | +14.8% |
| YTD | -0.5% | -29.4% | +28.8% | +11.8% |
| 1Y | -7.3% | -46.4% | +39.2% | +16.2% |
| 3Y | +42.3% | -22.3% | +64.6% | +50.6% |
| 5Y | +13.5% | +4.5% | +9.0% | +5.8% |
| 10Y | +144.0% | +127.6% | +16.4% | +59.0% |
| All | +270.3% | +133.2% | +137.1% | +128.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling