+195.3%
ALNY vs ALLE
+338.1%
-142.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.8% |
| 7D | 0.0% | +1.6% | -1.6% | -0.7% |
| 30D | -30.0% | +24.1% | -54.1% | -37.1% |
| 3M | -30.1% | +14.8% | -44.9% | -34.9% |
| 6M | -46.4% | +45.9% | -92.2% | -55.4% |
| YTD | -60.6% | +20.7% | -81.4% | -64.7% |
| 1Y | -65.4% | +14.2% | -79.6% | -68.2% |
| 3Y | -3.2% | +90.7% | -93.9% | -32.8% |
| 5Y | -8.3% | +50.6% | -58.9% | -30.4% |
| 10Y | +236.6% | +208.9% | +27.7% | +29.2% |
| All | +195.3% | +338.1% | -142.8% | -26.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling