+911.5%
BE vs ALLE
+117.2%
+794.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.0% | +6.4% | +6.6% |
| 7D | +20.0% | -0.2% | +20.2% | +20.2% |
| 30D | +7.9% | -6.8% | +14.7% | +13.9% |
| 3M | -13.2% | +21.0% | -34.2% | -27.0% |
| 6M | +53.5% | +1.1% | +52.4% | +49.7% |
| YTD | +191.0% | -0.5% | +191.6% | +181.6% |
| 1Y | +360.5% | -7.3% | +367.8% | +370.6% |
| 3Y | +1,568.0% | +42.3% | +1,525.8% | +1,065.4% |
| 5Y | +1,055.2% | +13.5% | +1,041.7% | +862.8% |
| All | +911.5% | +117.2% | +794.3% | +628.3% |
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