+188.2%
ALLE vs TRU
+238.0%
-49.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.9% | +6.9% | +3.3% |
| 7D | -0.2% | -6.8% | +6.5% | +2.3% |
| 30D | -6.8% | 0.0% | -6.8% | -7.0% |
| 3M | +21.0% | +13.3% | +7.7% | +14.3% |
| 6M | +1.1% | +3.4% | -2.3% | -1.7% |
| YTD | -0.5% | -6.4% | +5.8% | -0.6% |
| 1Y | -7.3% | -9.7% | +2.4% | -6.7% |
| 3Y | +42.3% | +0.1% | +42.1% | +29.4% |
| 5Y | +13.5% | -34.0% | +47.5% | +21.8% |
| 10Y | +144.0% | +147.9% | -3.8% | +55.5% |
| All | +188.2% | +238.0% | -49.8% | +71.0% |
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