-6.3%
ALNY vs ALLE
+92.8%
-99.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.6% | -3.1% |
| 7D | -5.2% | +0.1% | -5.2% | -5.2% |
| 30D | -34.8% | +25.9% | -60.8% | -38.6% |
| 3M | -30.1% | +14.9% | -45.0% | -32.7% |
| 6M | -48.6% | +42.1% | -90.7% | -52.8% |
| YTD | -61.9% | +20.4% | -82.2% | -64.1% |
| 1Y | -65.7% | +14.9% | -80.5% | -67.3% |
| 3Y | -6.3% | +90.1% | -96.4% | -22.3% |
| All | -6.3% | +92.8% | -99.1% | -22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling