+45.3%
AR vs ALLE
+42.6%
+2.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.8% |
| 7D | +2.5% | -0.2% | +2.7% | +2.5% |
| 30D | +14.8% | -6.8% | +21.6% | +15.9% |
| 3M | +6.2% | +21.0% | -14.8% | +2.2% |
| 6M | +4.3% | +1.1% | +3.2% | +4.8% |
| YTD | +14.4% | -0.5% | +14.9% | +15.3% |
| 1Y | +21.3% | -7.3% | +28.6% | +24.7% |
| All | +45.3% | +42.6% | +2.7% | +23.5% |
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 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