+40.4%
AVAV vs ALLE
+13.7%
+26.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -2.2% |
| 7D | -2.2% | -0.2% | -2.0% | -2.1% |
| 30D | -13.9% | -6.8% | -7.1% | -11.2% |
| 3M | -29.2% | +21.0% | -50.3% | -34.6% |
| 6M | -36.1% | +1.1% | -37.2% | -36.6% |
| YTD | -40.2% | -0.5% | -39.7% | -41.1% |
| 1Y | -36.2% | -7.3% | -29.0% | -35.2% |
| 3Y | +47.5% | +42.3% | +5.3% | +18.0% |
| All | +40.4% | +13.7% | +26.7% | +17.5% |
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