-9.1%
ALLE vs EFV
+28.1%
-37.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.3% |
| 7D | +2.8% | +1.0% | +1.8% | +2.2% |
| 30D | -7.6% | +0.2% | -7.8% | -7.7% |
| 3M | +22.8% | +9.6% | +13.2% | +15.9% |
| 6M | +4.6% | +14.0% | -9.4% | -3.8% |
| YTD | -1.2% | +18.5% | -19.7% | -13.8% |
| 1Y | -9.1% | +27.9% | -37.0% | -26.4% |
| All | -9.1% | +28.1% | -37.2% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling