+36.1%
ALNY vs ALLE
+11.9%
+24.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | 0.0% |
| 7D | -3.5% | -2.2% | -1.4% | -2.9% |
| 30D | +18.9% | -8.3% | +27.2% | +22.1% |
| 3M | -13.3% | +16.3% | -29.6% | -17.1% |
| 6M | -20.3% | +1.8% | -22.1% | -20.8% |
| YTD | -35.1% | -3.9% | -31.2% | -35.0% |
| 1Y | -46.5% | -10.0% | -36.5% | -45.3% |
| 3Y | +28.1% | +45.8% | -17.7% | +9.1% |
| 5Y | +36.1% | +13.3% | +22.8% | +12.3% |
| All | +36.1% | +11.9% | +24.2% | +12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling