+34.5%
D vs ALLE
+144.1%
-109.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.7% |
| 7D | +1.5% | -0.2% | +1.7% | +1.5% |
| 30D | -2.6% | -6.8% | +4.2% | -0.4% |
| 3M | 0.0% | +21.0% | -21.0% | -6.5% |
| 6M | +7.4% | +1.1% | +6.3% | +6.2% |
| YTD | +15.9% | -0.5% | +16.4% | +14.9% |
| 1Y | +18.1% | -7.3% | +25.4% | +19.7% |
| 3Y | +58.4% | +42.3% | +16.1% | +37.1% |
| 5Y | +5.2% | +13.5% | -8.3% | -3.5% |
| All | +34.5% | +144.1% | -109.6% | +5.3% |
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 2016-09-04 to 2026-09-04: 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling