+270.3%
ALLE vs EFV
+143.4%
+126.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.1% |
| 7D | -0.2% | +1.5% | -1.7% | -1.4% |
| 30D | -6.8% | +1.7% | -8.5% | -8.1% |
| 3M | +21.0% | +8.6% | +12.4% | +12.7% |
| 6M | +1.1% | +11.7% | -10.6% | -8.2% |
| YTD | -0.5% | +19.3% | -19.8% | -14.7% |
| 1Y | -7.3% | +30.2% | -37.5% | -26.2% |
| 3Y | +42.3% | +91.6% | -49.3% | -19.0% |
| 5Y | +13.5% | +96.4% | -82.9% | -36.9% |
| 10Y | +144.0% | +166.5% | -22.4% | +4.0% |
| All | +270.3% | +143.4% | +126.9% | +63.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling