+50.4%
ALLE vs COO
-41.6%
+92.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.3% |
| 7D | -0.6% | +4.7% | -5.3% | -2.3% |
| 30D | +25.3% | +13.9% | +11.4% | +19.5% |
| 3M | +10.3% | -14.9% | +25.2% | +16.4% |
| 6M | +38.0% | +2.0% | +36.0% | +35.5% |
| YTD | +17.8% | -23.9% | +41.7% | +29.1% |
| 1Y | +13.6% | -9.6% | +23.2% | +16.5% |
| 3Y | +89.2% | -25.4% | +114.6% | +99.8% |
| All | +50.4% | -41.6% | +92.0% | +69.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling