+50.4%
ALLE vs ALK
-34.8%
+85.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.6% | -1.1% |
| 7D | -0.6% | +9.0% | -9.6% | -2.8% |
| 30D | +25.3% | -1.6% | +27.0% | +25.6% |
| 3M | +10.3% | -23.2% | +33.5% | +17.1% |
| 6M | +38.0% | -3.9% | +41.9% | +37.9% |
| YTD | +17.8% | -22.6% | +40.4% | +22.2% |
| 1Y | +13.6% | -5.3% | +18.9% | +11.6% |
| 3Y | +89.2% | +18.6% | +70.6% | +56.9% |
| All | +50.4% | -34.8% | +85.1% | +49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling