+24.6%
AR vs ALLE
+88.9%
-64.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | -14.3% | -0.6% | -13.7% | -14.2% |
| 30D | +1.4% | +25.3% | -23.9% | -1.7% |
| 3M | +3.4% | +10.3% | -6.9% | +1.9% |
| 6M | -2.1% | +38.0% | -40.1% | -7.1% |
| YTD | +4.7% | +17.8% | -13.1% | +3.2% |
| 1Y | +10.6% | +13.6% | -3.0% | +10.1% |
| 3Y | +24.6% | +89.2% | -64.6% | -6.2% |
| All | +24.6% | +88.9% | -64.3% | -6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling