+5.4%
B vs ALLE
+15.3%
-10.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.0% |
| 7D | -7.3% | +3.6% | -10.9% | -8.2% |
| 30D | -3.3% | +25.9% | -29.2% | -10.0% |
| 3M | -7.8% | +15.8% | -23.5% | -11.5% |
| 6M | -15.5% | +48.1% | -63.6% | -25.9% |
| YTD | -12.3% | +22.0% | -34.2% | -17.2% |
| 1Y | +5.4% | +18.0% | -12.7% | +0.4% |
| All | +5.4% | +15.3% | -10.0% | +0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling