+53.4%
ALLE vs M
-2.8%
+56.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +8.1% | -5.3% | +1.2% |
| 7D | -0.6% | +2.5% | -3.2% | -1.2% |
| 30D | +26.6% | +10.1% | +16.6% | +24.2% |
| 3M | +13.2% | -0.9% | +14.1% | +13.1% |
| 6M | +42.9% | +30.2% | +12.7% | +35.1% |
| YTD | +21.0% | +16.3% | +4.7% | +16.4% |
| 1Y | +15.2% | +27.0% | -11.8% | +8.8% |
| 3Y | +95.6% | +154.5% | -58.9% | +52.4% |
| 5Y | +53.4% | -1.1% | +54.5% | +35.3% |
| All | +53.4% | -2.8% | +56.2% | +35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling