+17.4%
ALLE vs ALC
-16.0%
+33.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.8% |
| 7D | -0.2% | -2.1% | +1.9% | +0.5% |
| 30D | -6.8% | -0.1% | -6.7% | -6.9% |
| 3M | +21.0% | +5.9% | +15.1% | +18.3% |
| 6M | +1.1% | -15.9% | +17.0% | +7.0% |
| YTD | -0.5% | -10.1% | +9.6% | +2.2% |
| 1Y | -7.3% | -10.2% | +3.0% | -4.9% |
| 3Y | +42.3% | -13.6% | +55.8% | +44.9% |
| All | +17.4% | -16.0% | +33.4% | +14.8% |
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