+15.4%
ALLE vs CAPR
+90.5%
-75.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +26.5% | -25.6% | +0.9% |
| 7D | -0.8% | +25.8% | -26.6% | -0.8% |
| 30D | +27.4% | +50.2% | -22.8% | +27.4% |
| 3M | +13.8% | +185.5% | -171.6% | +14.0% |
| 6M | +45.5% | -64.8% | +110.3% | +45.5% |
| YTD | +21.4% | -61.1% | +82.5% | +21.4% |
| 1Y | +15.4% | +81.0% | -65.6% | +15.1% |
| All | +15.4% | +90.5% | -75.1% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling