+899.4%
ASX vs ALLE
+331.3%
+568.0%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -2.9% | -17.9% | -19.4% |
| 7D | -33.3% | 0.0% | -33.3% | -33.1% |
| 30D | -36.5% | +20.6% | -57.0% | -42.2% |
| 3M | -19.2% | +11.4% | -30.6% | -23.8% |
| 6M | -10.2% | +42.5% | -52.8% | -25.5% |
| YTD | +86.5% | +18.9% | +67.6% | +67.9% |
| 1Y | +89.6% | +14.2% | +75.5% | +74.1% |
| 3Y | +298.6% | +90.7% | +207.9% | +177.5% |
| 5Y | +414.3% | +52.5% | +361.8% | +294.0% |
| 10Y | +711.1% | +231.2% | +479.9% | +343.4% |
| All | +899.4% | +331.3% | +568.0% | +398.3% |
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