+50.6%
ALLE vs MTB
+61.4%
-10.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | +1.6% | 0.0% | +1.6% | +1.6% |
| 30D | +24.1% | +0.8% | +23.2% | +23.8% |
| 3M | +14.8% | -12.8% | +27.6% | +21.2% |
| 6M | +45.9% | +6.7% | +39.2% | +41.7% |
| YTD | +20.7% | +11.3% | +9.4% | +15.2% |
| 1Y | +14.2% | +20.2% | -6.0% | +5.7% |
| 3Y | +90.7% | +103.8% | -13.1% | +39.3% |
| 5Y | +50.6% | +60.9% | -10.3% | +17.5% |
| All | +50.6% | +61.4% | -10.9% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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