+45.6%
ALLE vs BOXX
+14.6%
+31.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -2.2% | +0.1% | -2.2% | -2.3% |
| 30D | -8.3% | +0.3% | -8.6% | -9.0% |
| 3M | +16.3% | +1.0% | +15.3% | +13.3% |
| 6M | +1.8% | +1.9% | -0.1% | -3.4% |
| YTD | -3.9% | +2.6% | -6.6% | -11.0% |
| 1Y | -10.0% | +4.0% | -14.0% | -20.3% |
| All | +45.6% | +14.6% | +31.0% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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