+76.6%
AME vs ALLE
+53.5%
+23.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | +0.3% |
| 7D | -4.1% | +0.1% | -4.2% | -4.1% |
| 30D | -4.1% | +25.9% | -30.1% | -13.9% |
| 3M | -5.6% | +14.9% | -20.5% | -11.7% |
| 6M | +2.8% | +42.1% | -39.3% | -13.4% |
| YTD | +16.6% | +20.4% | -3.8% | +5.4% |
| 1Y | +21.1% | +14.9% | +6.2% | +11.9% |
| 3Y | +61.1% | +90.1% | -29.0% | +12.9% |
| 5Y | +76.6% | +53.0% | +23.6% | +35.8% |
| All | +76.6% | +53.5% | +23.1% | +35.8% |
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