+54.5%
CI vs ALLE
+51.8%
+2.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | -0.6% |
| 7D | +1.0% | 0.0% | +1.0% | +1.0% |
| 30D | +9.9% | +20.6% | -10.7% | +5.0% |
| 3M | +12.1% | +11.4% | +0.7% | +9.0% |
| 6M | +10.6% | +42.5% | -31.9% | +1.0% |
| YTD | +11.4% | +18.9% | -7.5% | +6.2% |
| 1Y | +18.8% | +14.2% | +4.6% | +14.4% |
| 3Y | +2.9% | +90.7% | -87.8% | -14.4% |
| 5Y | +54.5% | +52.5% | +2.0% | +38.8% |
| All | +54.5% | +51.8% | +2.7% | +38.8% |
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