+352.0%
ALLE vs MKTX
+174.1%
+177.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -0.8% | +0.3% | -1.1% | -0.9% |
| 30D | +27.4% | +0.9% | +26.4% | +27.1% |
| 3M | +13.8% | +2.7% | +11.2% | +13.2% |
| 6M | +45.5% | +15.6% | +29.9% | +39.7% |
| YTD | +21.4% | -7.0% | +28.4% | +22.1% |
| 1Y | +15.4% | -1.2% | +16.6% | +14.3% |
| 3Y | +91.7% | -22.2% | +113.9% | +96.0% |
| 5Y | +54.5% | -53.7% | +108.3% | +74.4% |
| 10Y | +210.5% | +13.0% | +197.5% | +159.7% |
| All | +352.0% | +174.1% | +177.9% | +187.5% |
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 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