-36.7%
AUR vs ALLE
+14.3%
-51.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.3% |
| 7D | +0.2% | -2.8% | +2.9% | +2.6% |
| 30D | -8.9% | -10.2% | +1.3% | +0.4% |
| 3M | +4.6% | +17.4% | -12.8% | -12.4% |
| 6M | +44.9% | +3.3% | +41.5% | +35.4% |
| YTD | +64.8% | -4.2% | +69.1% | +63.4% |
| 1Y | +16.4% | -10.5% | +26.9% | +23.6% |
| 3Y | +85.1% | +45.4% | +39.7% | +18.4% |
| 5Y | -36.1% | +11.9% | -48.1% | -57.9% |
| All | -36.7% | +14.3% | -51.0% | -58.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling