+342.6%
ALLE vs CAPR
-71.3%
+414.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.6% | +0.7% | -2.9% |
| 7D | 0.0% | +29.7% | -29.7% | -0.2% |
| 30D | +20.6% | +11.0% | +9.6% | +20.4% |
| 3M | +11.4% | +118.8% | -107.4% | +10.4% |
| 6M | +42.5% | -73.9% | +116.5% | +43.2% |
| YTD | +18.9% | -70.2% | +89.1% | +19.2% |
| 1Y | +14.2% | +38.3% | -24.1% | +10.5% |
| 3Y | +90.7% | +199.7% | -109.0% | +79.6% |
| 5Y | +52.5% | +130.6% | -78.1% | +43.1% |
| 10Y | +231.2% | -68.5% | +299.7% | +199.5% |
| All | +342.6% | -71.3% | +414.0% | +299.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling