-62.0%
ALNY vs ALLE
+18.6%
-80.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.0% | +0.6% |
| 7D | -30.7% | +6.7% | -37.3% | -31.3% |
| 30D | -26.7% | +25.4% | -52.1% | -30.1% |
| 3M | -26.4% | +16.9% | -43.4% | -28.8% |
| 6M | -45.9% | +46.6% | -92.5% | -49.1% |
| YTD | -59.5% | +22.4% | -81.9% | -63.4% |
| 1Y | -62.0% | +17.7% | -79.7% | -65.4% |
| All | -62.0% | +18.6% | -80.5% | -65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 1y: compounded portfolio wealth divided by compounded ALLE 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…
1y analysis · Full analysis span regression · 6 months rolling