+342.6%
ALLE vs ALM
+272.0%
+70.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -9.6% | +6.7% | -2.8% |
| 7D | 0.0% | -14.5% | +14.6% | +0.2% |
| 30D | +20.6% | -39.0% | +59.6% | +21.3% |
| 3M | +11.4% | -40.3% | +51.7% | +12.0% |
| 6M | +42.5% | -60.3% | +102.9% | +43.9% |
| YTD | +18.9% | -9.8% | +28.6% | +18.8% |
| 1Y | +14.2% | +30.8% | -16.6% | +13.7% |
| 3Y | +90.7% | +772.4% | -681.7% | +85.9% |
| 5Y | +52.5% | +390.7% | -338.3% | +48.6% |
| 10Y | +231.2% | +2,028.5% | -1,797.3% | +227.4% |
| All | +342.6% | +272.0% | +70.7% | +333.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling