+50.4%
ALLE vs EFV
+87.6%
-37.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | +0.2% |
| 7D | -0.6% | -0.7% | +0.1% | 0.0% |
| 30D | +25.3% | +0.9% | +24.5% | +24.5% |
| 3M | +10.3% | -3.6% | +13.8% | +13.5% |
| 6M | +38.0% | +2.5% | +35.5% | +34.9% |
| YTD | +17.8% | +13.2% | +4.6% | +5.5% |
| 1Y | +13.6% | +20.3% | -6.7% | -3.4% |
| 3Y | +89.2% | +84.9% | +4.3% | +9.5% |
| All | +50.4% | +87.6% | -37.2% | -16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling