+93.4%
ALLE vs BOXX
+19.3%
+74.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +3.6% | 0.0% | +3.6% | +3.6% |
| 30D | +25.9% | +0.4% | +25.5% | +26.5% |
| 3M | +15.8% | +1.0% | +14.7% | +16.8% |
| 6M | +48.1% | +2.0% | +46.1% | +49.7% |
| YTD | +22.0% | +3.4% | +18.5% | +23.3% |
| 1Y | +18.0% | +4.1% | +13.9% | +19.5% |
| 3Y | +93.1% | +14.4% | +78.7% | +112.8% |
| All | +93.4% | +19.3% | +74.1% | +255.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling