+236.8%
C vs ALLE
+344.1%
-107.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +0.6% |
| 7D | +1.1% | +6.7% | -5.6% | -2.8% |
| 30D | -2.4% | +25.4% | -27.8% | -15.4% |
| 3M | -8.4% | +16.9% | -25.3% | -17.4% |
| 6M | +0.3% | +46.6% | -46.2% | -22.1% |
| YTD | +9.1% | +22.4% | -13.3% | -6.4% |
| 1Y | +26.0% | +17.7% | +8.3% | +10.7% |
| 3Y | +221.2% | +96.3% | +124.8% | +97.8% |
| 5Y | +120.4% | +57.4% | +63.0% | +52.0% |
| 10Y | +250.6% | +241.0% | +9.6% | +51.4% |
| All | +236.8% | +344.1% | -107.3% | +32.4% |
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