+304.5%
CI vs ALLE
+344.1%
-39.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.8% | +1.6% | +2.7% |
| 7D | +3.5% | +6.7% | -3.1% | +1.0% |
| 30D | +12.6% | +25.4% | -12.8% | +3.1% |
| 3M | +12.1% | +16.9% | -4.9% | +5.2% |
| 6M | +10.6% | +46.6% | -36.0% | -5.4% |
| YTD | +12.8% | +22.4% | -9.6% | +3.0% |
| 1Y | +18.0% | +17.7% | +0.3% | +9.4% |
| 3Y | +4.2% | +96.3% | -92.1% | -23.4% |
| 5Y | +57.2% | +57.4% | -0.2% | +23.8% |
| 10Y | +179.3% | +241.0% | -61.7% | +60.8% |
| All | +304.5% | +344.1% | -39.7% | +110.9% |
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