+42.4%
CBOE vs ALLE
+14.3%
+28.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | -0.1% |
| 7D | +4.5% | +1.6% | +2.9% | +4.7% |
| 30D | +26.2% | +24.1% | +2.1% | +29.7% |
| 3M | +27.1% | +14.8% | +12.3% | +29.1% |
| 6M | +4.2% | +45.9% | -41.7% | +10.5% |
| YTD | +48.0% | +20.7% | +27.3% | +49.5% |
| 1Y | +42.4% | +14.2% | +28.3% | +43.9% |
| All | +42.4% | +14.3% | +28.1% | +43.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling