+270.3%
ALLE vs CAPR
-68.7%
+339.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +1.0% |
| 7D | -0.2% | -2.0% | +1.8% | -0.2% |
| 30D | -6.8% | +139.2% | -146.0% | -7.6% |
| 3M | +21.0% | -66.4% | +87.4% | +21.4% |
| 6M | +1.1% | -63.1% | +64.2% | +1.3% |
| YTD | -0.5% | -67.4% | +66.9% | -0.3% |
| 1Y | -7.3% | +58.2% | -65.5% | -10.4% |
| 3Y | +42.3% | +42.2% | 0.0% | +35.3% |
| 5Y | +13.5% | +87.3% | -73.8% | +6.8% |
| 10Y | +144.0% | -75.3% | +219.3% | +121.1% |
| All | +270.3% | -68.7% | +339.0% | +234.5% |
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