+42.5%
ALLE vs COO
+3.2%
+39.3%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.5% | -2.4% |
| 7D | 0.0% | +5.3% | -5.2% | -1.5% |
| 30D | +20.6% | +12.5% | +8.0% | +16.8% |
| 3M | +11.4% | -15.1% | +26.5% | +16.8% |
| 6M | +42.5% | +3.7% | +38.9% | +41.1% |
| All | +42.5% | +3.2% | +39.3% | +41.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling