+50.6%
ALLE vs COO
-39.4%
+90.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | -0.1% |
| 7D | +1.6% | -2.1% | +3.6% | +2.4% |
| 30D | +24.1% | +13.9% | +10.2% | +18.4% |
| 3M | +14.8% | -18.9% | +33.8% | +23.5% |
| 6M | +45.9% | +3.7% | +42.1% | +42.3% |
| YTD | +20.7% | -24.1% | +44.9% | +32.6% |
| 1Y | +14.2% | -14.2% | +28.4% | +19.4% |
| 3Y | +90.7% | -24.5% | +115.1% | +99.9% |
| 5Y | +50.6% | -40.4% | +91.0% | +68.8% |
| All | +50.6% | -39.4% | +90.0% | +68.8% |
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