+221.0%
B vs ALLE
+260.9%
-39.9%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.4% |
| 7D | -1.6% | -0.2% | -1.4% | -1.6% |
| 30D | +9.4% | -6.8% | +16.2% | +10.6% |
| 3M | +5.0% | +21.0% | -16.1% | +2.0% |
| 6M | -3.5% | +1.1% | -4.6% | -3.9% |
| YTD | +4.5% | -0.5% | +5.0% | +4.2% |
| 1Y | +67.8% | -7.3% | +75.0% | +68.8% |
| 3Y | +196.7% | +42.3% | +154.4% | +180.9% |
| 5Y | +151.9% | +13.5% | +138.5% | +140.9% |
| 10Y | +202.2% | +144.0% | +58.1% | +173.7% |
| All | +221.0% | +260.9% | -39.9% | +174.4% |
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 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