+17.4%
ALLE vs COO
-38.8%
+56.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.6% |
| 7D | -0.2% | -2.2% | +2.0% | +0.6% |
| 30D | -6.8% | -7.0% | +0.2% | -4.2% |
| 3M | +21.0% | +12.2% | +8.8% | +15.4% |
| 6M | +1.1% | -15.1% | +16.2% | +7.2% |
| YTD | -0.5% | -15.1% | +14.6% | +5.4% |
| 1Y | -7.3% | +2.3% | -9.6% | -8.9% |
| 3Y | +42.3% | -23.7% | +65.9% | +51.5% |
| All | +17.4% | -38.8% | +56.2% | +31.8% |
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