+74.2%
AR vs ALLE
+49.9%
+24.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | -14.3% | -0.6% | -13.7% | -14.2% |
| 30D | +1.4% | +25.3% | -23.9% | -5.1% |
| 3M | +3.4% | +10.3% | -6.9% | +0.2% |
| 6M | -2.1% | +38.0% | -40.1% | -12.0% |
| YTD | +4.7% | +17.8% | -13.1% | -1.0% |
| 1Y | +10.6% | +13.6% | -3.0% | +5.9% |
| 3Y | +24.6% | +89.2% | -64.6% | -6.3% |
| All | +74.2% | +49.9% | +24.3% | +45.8% |
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