+89.2%
ALLE vs CHD
+30.6%
+58.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.5% |
| 7D | -0.6% | +2.0% | -2.5% | -1.1% |
| 30D | +25.3% | +13.0% | +12.3% | +21.7% |
| 3M | +10.3% | +6.1% | +4.2% | +8.6% |
| 6M | +38.0% | +15.9% | +22.2% | +33.3% |
| YTD | +17.8% | +31.6% | -13.8% | +11.3% |
| 1Y | +13.6% | +28.5% | -14.9% | +7.8% |
| 3Y | +89.2% | +30.5% | +58.7% | +94.5% |
| All | +89.2% | +30.6% | +58.6% | +94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 3y: compounded portfolio wealth divided by compounded CHD 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…
3y analysis · Full analysis span regression · 6 months rolling