+17.4%
ALLE vs ES
-5.6%
+23.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | -0.2% | +0.3% | -0.5% | -0.3% |
| 30D | -6.8% | -2.0% | -4.8% | -6.2% |
| 3M | +21.0% | +1.7% | +19.4% | +20.2% |
| 6M | +1.1% | -3.5% | +4.6% | +2.2% |
| YTD | -0.5% | +7.9% | -8.4% | -3.8% |
| 1Y | -7.3% | +17.2% | -24.4% | -14.1% |
| 3Y | +42.3% | +29.3% | +13.0% | +24.2% |
| All | +17.4% | -5.6% | +23.0% | +16.0% |
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