+373.6%
COMP vs ALLE
+96.3%
+277.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.8% | +6.0% | +6.2% |
| 7D | +9.5% | +6.7% | +2.8% | +3.8% |
| 30D | +8.1% | +25.4% | -17.3% | -11.3% |
| 3M | -16.3% | +16.9% | -33.3% | -26.9% |
| 6M | +42.2% | +46.6% | -4.3% | +0.7% |
| YTD | -5.0% | +22.4% | -27.4% | -22.0% |
| 1Y | +20.1% | +17.7% | +2.4% | +1.9% |
| All | +373.6% | +96.3% | +277.3% | +84.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling