-36.6%
AUR vs ALLE
+18.7%
-55.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.6% |
| 7D | +8.7% | -0.2% | +9.0% | +9.1% |
| 30D | -5.2% | -6.8% | +1.6% | +1.1% |
| 3M | -7.3% | +21.0% | -28.3% | -24.5% |
| 6M | +41.2% | +1.1% | +40.1% | +35.7% |
| YTD | +65.1% | -0.5% | +65.6% | +58.2% |
| 1Y | +13.4% | -7.3% | +20.7% | +16.7% |
| 3Y | +98.1% | +42.3% | +55.9% | +29.3% |
| 5Y | -36.0% | +13.5% | -49.5% | -59.2% |
| All | -36.6% | +18.7% | -55.3% | -59.6% |
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