+52.5%
ALLE vs REPL
-40.1%
+92.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.2% | +0.4% | -2.8% |
| 7D | 0.0% | +15.1% | -15.1% | -0.1% |
| 30D | +20.6% | +51.1% | -30.5% | +20.0% |
| 3M | +11.4% | +69.2% | -57.8% | +10.7% |
| 6M | +42.5% | +597.6% | -555.0% | +37.3% |
| YTD | +18.9% | +106.0% | -87.1% | +16.0% |
| 1Y | +14.2% | +133.3% | -119.2% | +11.0% |
| 3Y | +90.7% | +41.0% | +49.7% | +73.9% |
| 5Y | +52.5% | -40.1% | +92.6% | +44.4% |
| All | +52.5% | -40.1% | +92.5% | +44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling