+265.0%
C vs ALLE
+42.6%
+222.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.7% |
| 7D | +3.6% | -0.2% | +3.9% | +3.7% |
| 30D | +0.1% | -6.8% | +6.9% | +2.7% |
| 3M | +2.4% | +21.0% | -18.6% | -6.0% |
| 6M | +24.9% | +1.1% | +23.8% | +23.9% |
| YTD | +19.8% | -0.5% | +20.3% | +18.5% |
| 1Y | +44.9% | -7.3% | +52.1% | +48.0% |
| All | +265.0% | +42.6% | +222.4% | +188.3% |
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 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