+91.2%
ALLE vs CHD
+29.4%
+61.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.5% |
| 7D | +1.6% | +0.4% | +1.2% | +1.5% |
| 30D | +24.1% | +11.6% | +12.5% | +20.7% |
| 3M | +14.8% | +10.7% | +4.1% | +11.9% |
| 6M | +45.9% | +20.2% | +25.6% | +39.4% |
| YTD | +20.7% | +34.5% | -13.8% | +13.3% |
| 1Y | +14.2% | +32.6% | -18.4% | +7.4% |
| All | +91.2% | +29.4% | +61.8% | +96.4% |
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