+34.5%
AVAV vs ALLE
+53.5%
-19.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.5% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | -9.9% | +25.9% | -35.9% | -18.6% |
| 3M | -34.7% | +14.9% | -49.6% | -38.6% |
| 6M | -26.6% | +42.1% | -68.7% | -36.8% |
| YTD | -48.9% | +20.4% | -69.3% | -53.8% |
| 1Y | -63.0% | +14.9% | -77.9% | -65.8% |
| 3Y | +1.6% | +90.1% | -88.5% | -29.2% |
| 5Y | +34.5% | +53.0% | -18.5% | -3.7% |
| All | +34.5% | +53.5% | -19.0% | -3.7% |
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