-10.5%
ALLE vs MKTX
-10.9%
+0.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -2.8% | -0.2% | -2.6% | -2.8% |
| 30D | -10.2% | +0.8% | -11.0% | -10.2% |
| 3M | +17.4% | +41.1% | -23.7% | +15.5% |
| 6M | +3.3% | -9.5% | +12.9% | +4.8% |
| YTD | -4.2% | -8.7% | +4.4% | -2.7% |
| 1Y | -10.5% | -10.0% | -0.6% | -7.2% |
| All | -10.5% | -10.9% | +0.4% | -7.2% |
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