+427.6%
AME vs ALLE
+260.9%
+166.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.0% |
| 7D | +0.6% | -0.2% | +0.9% | +0.7% |
| 30D | -6.7% | -6.8% | +0.1% | -3.1% |
| 3M | +4.1% | +21.0% | -17.0% | -6.9% |
| 6M | +1.6% | +1.1% | +0.5% | +0.1% |
| YTD | +16.1% | -0.5% | +16.7% | +14.7% |
| 1Y | +27.3% | -7.3% | +34.6% | +30.5% |
| 3Y | +50.9% | +42.3% | +8.6% | +18.5% |
| 5Y | +81.4% | +13.5% | +67.9% | +58.7% |
| 10Y | +417.0% | +144.0% | +272.9% | +190.9% |
| All | +427.6% | +260.9% | +166.7% | +148.6% |
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