+270.3%
ALLE vs COO
+116.0%
+154.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.6% |
| 7D | -0.2% | -2.2% | +2.0% | +0.7% |
| 30D | -6.8% | -7.0% | +0.2% | -4.0% |
| 3M | +21.0% | +12.2% | +8.8% | +15.0% |
| 6M | +1.1% | -15.1% | +16.2% | +7.6% |
| YTD | -0.5% | -15.1% | +14.6% | +5.9% |
| 1Y | -7.3% | +2.3% | -9.6% | -9.1% |
| 3Y | +42.3% | -23.7% | +65.9% | +52.2% |
| 5Y | +13.5% | -38.9% | +52.4% | +31.0% |
| 10Y | +144.0% | +49.9% | +94.1% | +95.2% |
| All | +270.3% | +116.0% | +154.4% | +159.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling