+15.4%
ALLE vs MKTX
-0.2%
+15.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -0.8% | +0.3% | -1.1% | -0.8% |
| 30D | +27.4% | +0.9% | +26.4% | +27.3% |
| 3M | +13.8% | +2.7% | +11.2% | +13.8% |
| 6M | +45.5% | +15.6% | +29.9% | +44.9% |
| YTD | +21.4% | -7.0% | +28.4% | +22.9% |
| 1Y | +15.4% | -1.2% | +16.6% | +17.5% |
| All | +15.4% | -0.2% | +15.6% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 1y: compounded portfolio wealth divided by compounded MKTX 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…
1y analysis · Full analysis span regression · 6 months rolling