+13.6%
ALLE vs REPL
+152.6%
-139.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.0% | -8.9% | -0.9% |
| 7D | -0.6% | +22.8% | -23.3% | -0.4% |
| 30D | +25.3% | +63.8% | -38.4% | +26.0% |
| 3M | +10.3% | +68.1% | -57.8% | +11.0% |
| 6M | +38.0% | +528.5% | -490.4% | +41.5% |
| YTD | +17.8% | +122.4% | -104.7% | +17.0% |
| 1Y | +13.6% | +154.4% | -140.8% | +12.0% |
| All | +13.6% | +152.6% | -139.0% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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