+15.0%
ALLE vs CAI
-8.1%
+23.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | +2.8% | +0.2% | +2.6% | +2.8% |
| 30D | -7.6% | +9.1% | -16.8% | -8.4% |
| 3M | +22.8% | +53.8% | -31.0% | +18.2% |
| 6M | +4.6% | +33.5% | -28.9% | +1.3% |
| YTD | -1.2% | -8.0% | +6.8% | -3.2% |
| 1Y | -9.1% | -28.7% | +19.6% | -9.8% |
| All | +15.0% | -8.1% | +23.0% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CAI 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling