+87.6%
AZO vs ALLE
+11.9%
+75.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.4% | -0.6% |
| 7D | -0.8% | -2.2% | +1.4% | -0.2% |
| 30D | -5.1% | -8.3% | +3.2% | -3.0% |
| 3M | -7.2% | +16.3% | -23.5% | -11.2% |
| 6M | -20.7% | +1.8% | -22.5% | -21.5% |
| YTD | -14.2% | -3.9% | -10.2% | -13.8% |
| 1Y | -32.2% | -10.0% | -22.1% | -30.7% |
| 3Y | +11.1% | +45.8% | -34.7% | -2.2% |
| 5Y | +87.6% | +13.3% | +74.3% | +78.5% |
| All | +87.6% | +11.9% | +75.7% | +78.5% |
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