+762.2%
CBOE vs ALLE
+340.4%
+421.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.0% |
| 7D | +6.9% | -0.8% | +7.8% | +7.1% |
| 30D | +24.1% | +27.4% | -3.2% | +17.6% |
| 3M | +30.9% | +13.8% | +17.1% | +26.9% |
| 6M | +5.9% | +45.5% | -39.6% | -3.4% |
| YTD | +48.2% | +21.4% | +26.8% | +40.2% |
| 1Y | +43.5% | +15.4% | +28.1% | +37.4% |
| 3Y | +117.0% | +91.7% | +25.3% | +77.5% |
| 5Y | +203.4% | +54.5% | +148.8% | +159.6% |
| 10Y | +515.9% | +210.5% | +305.4% | +326.6% |
| All | +762.2% | +340.4% | +421.7% | +435.7% |
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 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