+83.4%
AU vs ALLE
-11.2%
+94.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +2.0% |
| 7D | +0.6% | -2.2% | +2.8% | +1.7% |
| 30D | +12.3% | -8.3% | +20.6% | +17.1% |
| 3M | +29.4% | +16.3% | +13.1% | +18.0% |
| 6M | +3.2% | +1.8% | +1.4% | +1.3% |
| YTD | +31.8% | -3.9% | +35.8% | +33.4% |
| 1Y | +83.4% | -10.0% | +93.4% | +89.7% |
| All | +83.4% | -11.2% | +94.6% | +89.7% |
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