-30.1%
AR vs ALLE
+331.3%
-361.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | +0.1% | -1.7% |
| 7D | -11.7% | 0.0% | -11.7% | -11.8% |
| 30D | +1.8% | +20.6% | -18.7% | -6.0% |
| 3M | +6.0% | +11.4% | -5.4% | +0.8% |
| 6M | -7.0% | +42.5% | -49.6% | -21.1% |
| YTD | +5.6% | +18.9% | -13.3% | -3.9% |
| 1Y | +10.8% | +14.2% | -3.3% | +2.6% |
| 3Y | +19.3% | +90.7% | -71.4% | -15.1% |
| 5Y | +73.3% | +52.5% | +20.8% | +34.3% |
| 10Y | +47.6% | +231.2% | -183.6% | -20.3% |
| All | -30.1% | +331.3% | -361.5% | -64.8% |
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 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