+31.9%
AVAV vs ALLE
+52.7%
-20.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.3% | -2.6% |
| 7D | +18.4% | +1.6% | +16.8% | +17.7% |
| 30D | -4.9% | +24.1% | -29.0% | -13.6% |
| 3M | -37.7% | +14.8% | -52.5% | -41.3% |
| 6M | -28.4% | +45.9% | -74.3% | -39.1% |
| YTD | -50.0% | +20.7% | -70.8% | -54.8% |
| 1Y | -62.6% | +14.2% | -76.8% | -65.3% |
| 3Y | -0.6% | +90.7% | -91.3% | -30.9% |
| 5Y | +31.9% | +50.6% | -18.6% | -5.0% |
| All | +31.9% | +52.7% | -20.8% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling