+89.2%
ALLE vs M
+100.8%
-11.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.7% | -0.2% |
| 7D | -0.6% | -4.3% | +3.7% | +0.1% |
| 30D | +25.3% | +1.3% | +24.1% | +25.1% |
| 3M | +10.3% | -7.4% | +17.7% | +11.5% |
| 6M | +38.0% | +18.3% | +19.7% | +34.0% |
| YTD | +17.8% | +7.6% | +10.2% | +15.6% |
| 1Y | +13.6% | +17.4% | -3.8% | +10.0% |
| 3Y | +89.2% | +108.4% | -19.2% | +65.1% |
| All | +89.2% | +100.8% | -11.6% | +65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 3y: compounded portfolio wealth divided by compounded M 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…
3y analysis · Full analysis span regression · 6 months rolling