+50.4%
ALLE vs ALC
-11.2%
+61.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.1% |
| 7D | -0.6% | +4.9% | -5.4% | -2.4% |
| 30D | +25.3% | +19.0% | +6.4% | +17.6% |
| 3M | +10.3% | +7.8% | +2.5% | +7.1% |
| 6M | +38.0% | +14.6% | +23.5% | +30.8% |
| YTD | +17.8% | -4.4% | +22.2% | +18.2% |
| 1Y | +13.6% | +1.4% | +12.2% | +11.2% |
| 3Y | +89.2% | +2.5% | +86.7% | +79.1% |
| All | +50.4% | -11.2% | +61.6% | +46.3% |
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