+216.1%
C vs ALLE
+92.8%
+123.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.8% | +0.4% |
| 7D | -0.4% | +0.1% | -0.4% | -0.3% |
| 30D | -5.2% | +25.9% | -31.1% | -12.7% |
| 3M | -9.1% | +14.9% | -24.0% | -13.5% |
| 6M | -1.6% | +42.1% | -43.7% | -14.5% |
| YTD | +6.9% | +20.4% | -13.4% | -1.3% |
| 1Y | +23.0% | +14.9% | +8.1% | +16.1% |
| 3Y | +216.1% | +90.1% | +126.1% | +134.0% |
| All | +216.1% | +92.8% | +123.4% | +134.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling