+14.0%
AUR vs ALLE
-11.2%
+25.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | +0.2% |
| 7D | +11.1% | -2.2% | +13.3% | +11.4% |
| 30D | -6.9% | -8.3% | +1.5% | -6.0% |
| 3M | +5.5% | +16.3% | -10.7% | +3.7% |
| 6M | +41.0% | +1.8% | +39.2% | +42.5% |
| YTD | +69.3% | -3.9% | +73.2% | +69.7% |
| 1Y | +14.0% | -10.0% | +24.1% | +20.8% |
| All | +14.0% | -11.2% | +25.2% | +20.8% |
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