+91.0%
ALLE vs ALM
+806.0%
-715.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -9.6% | +6.7% | -2.6% |
| 7D | 0.0% | -14.5% | +14.6% | +0.5% |
| 30D | +20.6% | -39.0% | +59.6% | +22.2% |
| 3M | +11.4% | -40.3% | +51.7% | +12.8% |
| 6M | +42.5% | -60.3% | +102.9% | +45.5% |
| YTD | +18.9% | -9.8% | +28.6% | +19.0% |
| 1Y | +14.2% | +30.8% | -16.6% | +13.4% |
| All | +91.0% | +806.0% | -715.0% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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