+401.6%
ALNY vs ALLE
+260.9%
+140.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.2% |
| 7D | +12.2% | -0.2% | +12.5% | +12.4% |
| 30D | +16.3% | -6.8% | +23.1% | +20.1% |
| 3M | -12.4% | +21.0% | -33.4% | -19.9% |
| 6M | -18.7% | +1.1% | -19.8% | -19.5% |
| YTD | -33.1% | -0.5% | -32.5% | -33.9% |
| 1Y | -41.3% | -7.3% | -34.1% | -40.3% |
| 3Y | +32.3% | +42.3% | -10.0% | +6.2% |
| 5Y | +34.8% | +13.5% | +21.3% | +18.3% |
| 10Y | +284.7% | +144.0% | +140.7% | +68.6% |
| All | +401.6% | +260.9% | +140.8% | +37.7% |
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 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