+47.7%
CI vs ALLE
+49.9%
-2.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.4% |
| 7D | -1.6% | -0.6% | -1.0% | -1.4% |
| 30D | +5.4% | +25.3% | -19.9% | -0.1% |
| 3M | +7.3% | +10.3% | -3.0% | +4.6% |
| 6M | +5.3% | +38.0% | -32.7% | -3.0% |
| YTD | +8.5% | +17.8% | -9.3% | +3.7% |
| 1Y | +17.1% | +13.6% | +3.5% | +13.0% |
| 3Y | +1.4% | +89.2% | -87.8% | -15.4% |
| All | +47.7% | +49.9% | -2.2% | +33.3% |
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