-45.0%
ALNY vs ALLE
-10.1%
-34.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | -0.2% |
| 7D | -3.5% | -2.2% | -1.4% | -3.0% |
| 30D | +18.9% | -8.3% | +27.2% | +21.0% |
| 3M | -13.3% | +16.3% | -29.6% | -14.3% |
| 6M | -20.3% | +1.8% | -22.1% | -20.9% |
| YTD | -35.1% | -3.9% | -31.2% | -37.7% |
| All | -45.0% | -10.1% | -34.9% | -46.7% |
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