+89.2%
ALLE vs ALK
+16.0%
+73.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.6% | -1.1% |
| 7D | -0.6% | +9.0% | -9.6% | -2.3% |
| 30D | +25.3% | -1.6% | +27.0% | +25.4% |
| 3M | +10.3% | -23.2% | +33.5% | +15.3% |
| 6M | +38.0% | -3.9% | +41.9% | +38.1% |
| YTD | +17.8% | -22.6% | +40.4% | +20.8% |
| 1Y | +13.6% | -5.3% | +18.9% | +12.4% |
| 3Y | +89.2% | +18.6% | +70.6% | +67.4% |
| All | +89.2% | +16.0% | +73.2% | +67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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