-9.0%
AUR vs ALLE
+18.6%
-27.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.8% | -6.2% | -4.4% |
| 7D | -19.8% | +6.7% | -26.5% | -19.7% |
| 30D | -29.0% | +25.4% | -54.4% | -29.4% |
| 3M | -43.6% | +16.9% | -60.5% | -43.7% |
| 6M | -36.6% | +46.6% | -83.2% | -37.2% |
| YTD | +6.3% | +22.4% | -16.2% | +5.8% |
| 1Y | -9.0% | +17.7% | -26.8% | -6.7% |
| All | -9.0% | +18.6% | -27.6% | -6.7% |
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