+26.7%
ALLE vs AHR
+364.8%
-338.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +2.8% | -3.4% | +6.2% | +3.2% |
| 30D | -7.6% | -3.8% | -3.9% | -7.2% |
| 3M | +22.8% | +20.1% | +2.7% | +19.3% |
| 6M | +4.6% | +7.1% | -2.5% | +3.1% |
| YTD | -1.2% | +17.2% | -18.4% | -4.1% |
| 1Y | -9.1% | +30.4% | -39.5% | -13.8% |
| All | +26.7% | +364.8% | -338.1% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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