+50.4%
ALLE vs CHD
+30.9%
+19.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.3% |
| 7D | -0.6% | +2.0% | -2.5% | -1.2% |
| 30D | +25.3% | +13.0% | +12.3% | +20.6% |
| 3M | +10.3% | +6.1% | +4.2% | +8.2% |
| 6M | +38.0% | +15.9% | +22.2% | +31.6% |
| YTD | +17.8% | +31.6% | -13.8% | +7.9% |
| 1Y | +13.6% | +28.5% | -14.9% | +4.8% |
| 3Y | +89.2% | +30.5% | +58.7% | +69.4% |
| All | +50.4% | +30.9% | +19.4% | +25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling