+596.8%
CBOE vs ALLE
+260.9%
+335.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.3% |
| 7D | -3.6% | -0.2% | -3.4% | -3.6% |
| 30D | +5.1% | -6.8% | +11.9% | +6.6% |
| 3M | +4.6% | +21.0% | -16.4% | -0.3% |
| 6M | -0.3% | +1.1% | -1.4% | -1.2% |
| YTD | +19.8% | -0.5% | +20.3% | +18.7% |
| 1Y | +28.4% | -7.3% | +35.6% | +29.2% |
| 3Y | +104.1% | +42.3% | +61.8% | +79.8% |
| 5Y | +150.9% | +13.5% | +137.4% | +132.3% |
| 10Y | +393.5% | +144.0% | +249.5% | +260.9% |
| All | +596.8% | +260.9% | +335.9% | +353.3% |
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 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