+13.3%
ALLE vs GWRE
+15.9%
-2.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.0% | +2.2% | -2.0% |
| 7D | -2.2% | -26.2% | +24.1% | +2.0% |
| 30D | -8.3% | -17.8% | +9.4% | -6.3% |
| 3M | +16.3% | +14.2% | +2.0% | +11.8% |
| 6M | +1.8% | -12.9% | +14.7% | +1.9% |
| YTD | -3.9% | -29.2% | +25.3% | +0.1% |
| 1Y | -10.0% | -44.4% | +34.4% | -0.9% |
| 3Y | +45.8% | +51.1% | -5.3% | +13.9% |
| 5Y | +13.3% | +16.5% | -3.2% | -8.9% |
| All | +13.3% | +15.9% | -2.6% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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