+272.1%
CI vs ALLE
+260.9%
+11.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.7% |
| 7D | +1.3% | -0.2% | +1.5% | +1.3% |
| 30D | +4.4% | -6.8% | +11.2% | +7.1% |
| 3M | +0.7% | +21.0% | -20.4% | -7.2% |
| 6M | +0.3% | +1.1% | -0.8% | -1.0% |
| YTD | +3.8% | -0.5% | +4.3% | +2.8% |
| 1Y | -5.5% | -7.3% | +1.8% | -3.9% |
| 3Y | +8.1% | +42.3% | -34.1% | -9.8% |
| 5Y | +42.8% | +13.5% | +29.3% | +28.7% |
| 10Y | +143.9% | +144.0% | -0.2% | +58.4% |
| All | +272.1% | +260.9% | +11.2% | +110.3% |
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