+501.5%
CME vs ALLE
+260.9%
+240.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.6% |
| 7D | -1.6% | -0.2% | -1.3% | -1.6% |
| 30D | +6.2% | -6.8% | +13.0% | +8.4% |
| 3M | +10.4% | +21.0% | -10.6% | +3.4% |
| 6M | -9.5% | +1.1% | -10.6% | -10.6% |
| YTD | +6.0% | -0.5% | +6.6% | +4.9% |
| 1Y | +9.3% | -7.3% | +16.5% | +10.4% |
| 3Y | +57.7% | +42.3% | +15.4% | +33.5% |
| 5Y | +77.7% | +13.5% | +64.2% | +61.2% |
| 10Y | +281.2% | +144.0% | +137.2% | +153.4% |
| All | +501.5% | +260.9% | +240.7% | +260.0% |
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