+270.3%
ALLE vs MKTX
+169.6%
+100.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -0.2% | +0.4% | -0.6% | -0.3% |
| 30D | -6.8% | +1.1% | -7.9% | -7.0% |
| 3M | +21.0% | +36.1% | -15.1% | +12.0% |
| 6M | +1.1% | -12.9% | +14.0% | +3.3% |
| YTD | -0.5% | -8.5% | +8.0% | +0.4% |
| 1Y | -7.3% | -7.5% | +0.3% | -6.8% |
| 3Y | +42.3% | -28.3% | +70.6% | +47.8% |
| 5Y | +13.5% | -63.3% | +76.8% | +35.2% |
| 10Y | +144.0% | +4.5% | +139.5% | +108.3% |
| All | +270.3% | +169.6% | +100.7% | +136.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling