+55.2%
ALLE vs AHR
+404.3%
-349.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.8% | +1.0% | +2.5% |
| 7D | -0.6% | +9.6% | -10.2% | -1.9% |
| 30D | +26.6% | +16.1% | +10.5% | +24.0% |
| 3M | +13.2% | +4.4% | +8.8% | +12.3% |
| 6M | +42.9% | +15.1% | +27.8% | +39.5% |
| YTD | +21.0% | +27.2% | -6.1% | +16.1% |
| 1Y | +15.2% | +21.7% | -6.6% | +11.2% |
| All | +55.2% | +404.3% | -349.1% | +16.8% |
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