+342.6%
ALLE vs M
-20.5%
+363.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.9% | +3.0% | -1.8% |
| 7D | 0.0% | -2.1% | +2.2% | +0.4% |
| 30D | +20.6% | +7.7% | +12.9% | +18.9% |
| 3M | +11.4% | -4.4% | +15.8% | +12.1% |
| 6M | +42.5% | +27.5% | +15.0% | +35.8% |
| YTD | +18.9% | +12.8% | +6.1% | +15.3% |
| 1Y | +14.2% | +20.7% | -6.6% | +9.3% |
| 3Y | +90.7% | +111.3% | -20.6% | +58.2% |
| 5Y | +52.5% | -6.3% | +58.8% | +39.9% |
| 10Y | +231.2% | +1.5% | +229.7% | +143.6% |
| All | +342.6% | -20.5% | +363.1% | +236.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling