+89.2%
ALLE vs ALC
+2.3%
+86.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.3% |
| 7D | -0.6% | +4.9% | -5.4% | -2.1% |
| 30D | +25.3% | +19.0% | +6.4% | +19.0% |
| 3M | +10.3% | +7.8% | +2.5% | +7.6% |
| 6M | +38.0% | +14.6% | +23.5% | +32.1% |
| YTD | +17.8% | -4.4% | +22.2% | +18.0% |
| 1Y | +13.6% | +1.4% | +12.2% | +11.4% |
| 3Y | +89.2% | +2.5% | +86.7% | +82.7% |
| All | +89.2% | +2.3% | +86.9% | +82.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling