+90.4%
AUR vs ALLE
+49.7%
+40.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.4% | +3.2% |
| 7D | +19.2% | +2.8% | +16.4% | +16.7% |
| 30D | -7.8% | -7.6% | -0.2% | -1.6% |
| 3M | +4.0% | +22.8% | -18.8% | -15.3% |
| 6M | +45.0% | +4.6% | +40.4% | +36.7% |
| YTD | +69.5% | -1.2% | +70.7% | +65.2% |
| 1Y | +13.0% | -9.1% | +22.2% | +21.4% |
| 3Y | +90.4% | +50.0% | +40.4% | -8.2% |
| All | +90.4% | +49.7% | +40.7% | -8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling