+200.4%
B vs ALLE
+42.6%
+157.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.5% |
| 7D | -1.6% | -0.2% | -1.4% | -1.5% |
| 30D | +9.4% | -6.8% | +16.2% | +11.5% |
| 3M | +5.0% | +21.0% | -16.1% | -0.4% |
| 6M | -3.5% | +1.1% | -4.6% | -4.4% |
| YTD | +4.5% | -0.5% | +5.0% | +3.8% |
| 1Y | +67.8% | -7.3% | +75.0% | +69.1% |
| All | +200.4% | +42.6% | +157.9% | +165.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling