+52.5%
ALLE vs ES
+5.0%
+47.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.1% | -5.0% | -3.7% |
| 7D | 0.0% | +5.9% | -5.9% | -2.1% |
| 30D | +20.6% | +10.2% | +10.4% | +16.3% |
| 3M | +11.4% | +0.4% | +11.0% | +11.1% |
| 6M | +42.5% | +6.9% | +35.7% | +38.8% |
| YTD | +18.9% | +10.5% | +8.4% | +13.9% |
| 1Y | +14.2% | +3.2% | +11.0% | +11.6% |
| 3Y | +90.7% | +49.0% | +41.6% | +55.2% |
| 5Y | +52.5% | +4.5% | +48.0% | +48.0% |
| All | +52.5% | +5.0% | +47.5% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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