+187.8%
B vs ALLE
+344.1%
-156.3%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.8% | +6.5% | +8.1% |
| 7D | +1.1% | +6.7% | -5.6% | +0.2% |
| 30D | +0.3% | +25.4% | -25.1% | -3.1% |
| 3M | +5.4% | +16.9% | -11.5% | +2.9% |
| 6M | +5.5% | +46.6% | -41.0% | -0.5% |
| YTD | -6.3% | +22.4% | -28.7% | -9.5% |
| 1Y | +29.4% | +17.7% | +11.6% | +25.6% |
| 3Y | +160.3% | +96.3% | +63.9% | +135.6% |
| 5Y | +144.6% | +57.4% | +87.2% | +124.3% |
| 10Y | +169.3% | +241.0% | -71.7% | +134.3% |
| All | +187.8% | +344.1% | -156.3% | +138.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling