+180.4%
CBOE vs ALLE
+49.9%
+130.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.1% |
| 7D | +5.3% | -0.6% | +5.9% | +5.3% |
| 30D | +25.5% | +25.3% | +0.1% | +23.0% |
| 3M | +22.5% | +10.3% | +12.2% | +21.4% |
| 6M | +2.6% | +38.0% | -35.4% | -0.7% |
| YTD | +41.8% | +17.8% | +24.0% | +39.3% |
| 1Y | +40.9% | +13.6% | +27.3% | +39.1% |
| 3Y | +108.7% | +89.2% | +19.5% | +84.2% |
| All | +180.4% | +49.9% | +130.5% | +165.3% |
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 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