+707.0%
AU vs ALLE
+339.1%
+367.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.8% | +4.1% | +6.5% |
| 7D | +20.8% | -0.6% | +21.4% | +20.9% |
| 30D | +5.5% | +26.6% | -21.1% | +2.1% |
| 3M | +3.9% | +13.2% | -9.3% | +2.1% |
| 6M | -5.4% | +42.9% | -48.3% | -10.2% |
| YTD | +20.7% | +21.0% | -0.4% | +17.1% |
| 1Y | +49.8% | +15.2% | +34.6% | +46.2% |
| 3Y | +565.6% | +95.6% | +470.1% | +510.6% |
| 5Y | +500.4% | +53.4% | +447.0% | +455.1% |
| 10Y | +795.4% | +221.5% | +573.9% | +703.5% |
| All | +707.0% | +339.1% | +367.9% | +570.5% |
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