+91.0%
ALLE vs COO
-24.0%
+115.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.5% | -2.5% |
| 7D | 0.0% | +5.3% | -5.2% | -1.5% |
| 30D | +20.6% | +12.5% | +8.0% | +16.6% |
| 3M | +11.4% | -15.1% | +26.5% | +16.3% |
| 6M | +42.5% | +3.7% | +38.9% | +40.1% |
| YTD | +18.9% | -22.5% | +41.4% | +26.8% |
| 1Y | +14.2% | -7.8% | +22.0% | +16.1% |
| All | +91.0% | -24.0% | +115.0% | +96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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