+299.3%
CI vs ALLE
+331.3%
-32.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | -0.2% |
| 7D | +1.0% | 0.0% | +1.0% | +1.0% |
| 30D | +9.9% | +20.6% | -10.7% | +2.1% |
| 3M | +12.1% | +11.4% | +0.7% | +7.2% |
| 6M | +10.6% | +42.5% | -31.9% | -4.4% |
| YTD | +11.4% | +18.9% | -7.5% | +2.8% |
| 1Y | +18.8% | +14.2% | +4.6% | +11.4% |
| 3Y | +2.9% | +90.7% | -87.8% | -23.6% |
| 5Y | +54.5% | +52.5% | +2.0% | +23.1% |
| 10Y | +175.7% | +231.2% | -55.5% | +60.4% |
| All | +299.3% | +331.3% | -32.1% | +110.4% |
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