+139.2%
AS vs ALLE
+59.5%
+79.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.8% | +3.4% | +4.4% |
| 7D | +13.8% | +6.7% | +7.1% | +10.8% |
| 30D | +16.7% | +25.4% | -8.7% | +5.4% |
| 3M | -11.5% | +16.9% | -28.5% | -17.5% |
| 6M | -5.5% | +46.6% | -52.1% | -21.6% |
| YTD | -14.2% | +22.4% | -36.6% | -23.1% |
| 1Y | +2.1% | +17.7% | -15.7% | -6.7% |
| All | +139.2% | +59.5% | +79.7% | +89.8% |
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 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