+785.8%
AU vs ALLE
+260.9%
+524.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -2.5% |
| 7D | -3.6% | -0.2% | -3.4% | -3.6% |
| 30D | +23.9% | -6.8% | +30.7% | +25.1% |
| 3M | +19.1% | +21.0% | -2.0% | +15.8% |
| 6M | -0.2% | +1.1% | -1.3% | -0.6% |
| YTD | +32.5% | -0.5% | +33.0% | +32.2% |
| 1Y | +96.9% | -7.3% | +104.2% | +98.0% |
| 3Y | +614.7% | +42.3% | +572.5% | +582.0% |
| 5Y | +647.7% | +13.5% | +634.2% | +614.7% |
| 10Y | +679.2% | +144.0% | +535.2% | +620.7% |
| All | +785.8% | +260.9% | +524.9% | +656.9% |
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