-54.0%
AUR vs ALLE
+44.9%
-98.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.4% |
| 7D | +12.7% | -0.8% | +13.6% | +13.5% |
| 30D | -18.7% | +27.4% | -46.1% | -35.4% |
| 3M | -33.8% | +13.8% | -47.7% | -42.0% |
| 6M | -36.6% | +45.5% | -82.1% | -57.0% |
| YTD | +19.8% | +21.4% | -1.6% | -5.6% |
| 1Y | +8.0% | +15.4% | -7.4% | -10.4% |
| 3Y | +153.4% | +91.7% | +61.7% | +23.9% |
| 5Y | -54.0% | +54.5% | -108.5% | -76.0% |
| All | -54.0% | +44.9% | -98.9% | -75.9% |
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