+17.4%
ALLE vs REPL
-54.3%
+71.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.0% |
| 7D | -0.2% | -3.0% | +2.7% | -0.2% |
| 30D | -6.8% | +27.1% | -33.9% | -7.1% |
| 3M | +21.0% | +52.4% | -31.3% | +19.9% |
| 6M | +1.1% | +107.4% | -106.3% | -1.7% |
| YTD | -0.5% | +54.7% | -55.3% | -2.7% |
| 1Y | -7.3% | +158.9% | -166.1% | -11.5% |
| 3Y | +42.3% | -23.7% | +66.0% | +35.4% |
| All | +17.4% | -54.3% | +71.7% | +8.3% |
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