+241.2%
ALLE vs TRU
+243.5%
-2.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.1% |
| 7D | -0.6% | +5.7% | -6.3% | -2.7% |
| 30D | +25.3% | +29.2% | -3.9% | +13.4% |
| 3M | +10.3% | +2.7% | +7.6% | +8.4% |
| 6M | +38.0% | +15.2% | +22.8% | +28.6% |
| YTD | +17.8% | -4.9% | +22.6% | +16.4% |
| 1Y | +13.6% | +3.4% | +10.2% | +8.4% |
| 3Y | +89.2% | +63.2% | +26.0% | +40.4% |
| 5Y | +51.1% | -26.6% | +77.6% | +53.8% |
| 10Y | +228.1% | +172.8% | +55.3% | +100.7% |
| All | +241.2% | +243.5% | -2.3% | +100.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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