-21.9%
AS vs ALLE
-5.8%
-16.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.0% | +2.6% | +3.2% |
| 7D | -4.9% | -0.2% | -4.7% | -4.8% |
| 30D | -19.6% | -6.8% | -12.8% | -17.3% |
| 3M | -14.4% | +21.0% | -35.4% | -22.2% |
| 6M | -20.1% | +1.1% | -21.2% | -22.0% |
| YTD | -20.9% | -0.5% | -20.4% | -24.4% |
| 1Y | -21.9% | -7.3% | -14.6% | -22.4% |
| All | -21.9% | -5.8% | -16.0% | -22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling