+701.6%
BE vs ALLE
+167.3%
+534.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.8% | -8.1% | -7.7% |
| 7D | -12.1% | +6.7% | -18.8% | -16.7% |
| 30D | -30.1% | +25.4% | -55.5% | -42.5% |
| 3M | -12.1% | +16.9% | -29.1% | -23.8% |
| 6M | -30.6% | +46.6% | -77.1% | -50.8% |
| YTD | +130.6% | +22.4% | +108.2% | +86.2% |
| 1Y | +55.3% | +17.7% | +37.6% | +29.5% |
| 3Y | +1,755.6% | +96.3% | +1,659.2% | +878.7% |
| 5Y | +564.5% | +57.4% | +507.1% | +322.5% |
| All | +701.6% | +167.3% | +534.3% | +381.6% |
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 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