+37.1%
ALLE vs CAI
-6.6%
+43.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.1% | -0.7% |
| 7D | -0.6% | -26.5% | +25.9% | +1.5% |
| 30D | +25.3% | -6.9% | +32.2% | +25.6% |
| 3M | +10.3% | +26.1% | -15.9% | +7.6% |
| 6M | +38.0% | +31.9% | +6.2% | +33.2% |
| YTD | +17.8% | -6.5% | +24.3% | +14.7% |
| 1Y | +13.6% | +2.5% | +11.1% | +9.9% |
| All | +37.1% | -6.6% | +43.6% | +35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling