+89.2%
ALLE vs USFR
+14.4%
+74.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -0.9% |
| 7D | -0.6% | +0.1% | -0.7% | -0.2% |
| 30D | +25.3% | +0.4% | +24.9% | +27.3% |
| 3M | +10.3% | +1.1% | +9.2% | +14.7% |
| 6M | +38.0% | +2.1% | +36.0% | +47.4% |
| YTD | +17.8% | +3.4% | +14.4% | +29.0% |
| 1Y | +13.6% | +4.1% | +9.5% | +26.1% |
| 3Y | +89.2% | +14.4% | +74.8% | +195.7% |
| All | +89.2% | +14.4% | +74.8% | +195.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 3y: compounded portfolio wealth divided by compounded USFR 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…
3y analysis · Full analysis span regression · 6 months rolling