+15.2%
ALLE vs MKTX
-61.3%
+76.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.7% |
| 7D | +2.8% | +0.4% | +2.4% | +2.7% |
| 30D | -7.6% | +1.0% | -8.6% | -7.8% |
| 3M | +22.8% | +41.3% | -18.5% | +14.3% |
| 6M | +4.6% | -11.3% | +15.9% | +7.0% |
| YTD | -1.2% | -8.6% | +7.3% | +0.3% |
| 1Y | -9.1% | -11.1% | +1.9% | -7.3% |
| 3Y | +50.0% | -24.5% | +74.5% | +54.0% |
| 5Y | +15.2% | -61.4% | +76.7% | +29.4% |
| All | +15.2% | -61.3% | +76.5% | +29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling