+14.2%
ALLE vs ALC
-11.3%
+25.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.3% |
| 7D | +1.6% | -6.2% | +7.7% | +3.3% |
| 30D | +24.1% | +14.0% | +10.1% | +20.8% |
| 3M | +14.8% | -2.4% | +17.2% | +14.8% |
| 6M | +45.9% | +12.6% | +33.3% | +42.7% |
| YTD | +20.7% | -8.4% | +29.2% | +19.7% |
| 1Y | +14.2% | -9.1% | +23.3% | +13.4% |
| All | +14.2% | -11.3% | +25.5% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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