+109.4%
C vs ALLE
+51.8%
+57.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.9% | -2.2% | -3.8% |
| 7D | -5.3% | 0.0% | -5.3% | -5.3% |
| 30D | -7.3% | +20.6% | -27.9% | -14.7% |
| 3M | -13.5% | +11.4% | -24.9% | -17.7% |
| 6M | -6.5% | +42.5% | -49.0% | -21.0% |
| YTD | +3.6% | +18.9% | -15.3% | -5.5% |
| 1Y | +18.9% | +14.2% | +4.7% | +10.5% |
| 3Y | +205.0% | +90.7% | +114.3% | +116.0% |
| 5Y | +109.4% | +52.5% | +56.9% | +54.7% |
| All | +109.4% | +51.8% | +57.5% | +54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling