+52.5%
ALLE vs ALC
-8.7%
+61.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -2.5% |
| 7D | 0.0% | +7.6% | -7.6% | -2.7% |
| 30D | +20.6% | +21.1% | -0.6% | +12.4% |
| 3M | +11.4% | +8.5% | +2.9% | +7.9% |
| 6M | +42.5% | +2.8% | +39.7% | +39.8% |
| YTD | +18.9% | -2.4% | +21.3% | +18.4% |
| 1Y | +14.2% | +3.5% | +10.7% | +10.9% |
| 3Y | +90.7% | +4.2% | +86.5% | +79.5% |
| 5Y | +52.5% | -9.0% | +61.5% | +47.8% |
| All | +52.5% | -8.7% | +61.2% | +47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling