-26.2%
BE vs ALLE
+43.6%
-69.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +0.8% | +12.1% | +12.9% |
| 7D | +4.5% | -0.8% | +5.4% | +4.4% |
| 30D | -20.1% | +27.4% | -47.5% | -21.0% |
| 3M | -0.8% | +13.8% | -14.7% | +0.2% |
| 6M | -26.2% | +45.5% | -71.7% | -33.9% |
| All | -26.2% | +43.6% | -69.8% | -33.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling