+75.9%
D vs ALLE
+90.7%
-14.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +0.6% |
| 7D | +6.9% | 0.0% | +6.9% | +6.9% |
| 30D | +12.3% | +20.6% | -8.3% | +6.7% |
| 3M | +3.0% | +11.4% | -8.4% | -0.1% |
| 6M | +12.8% | +42.5% | -29.8% | +1.8% |
| YTD | +22.6% | +18.9% | +3.7% | +16.0% |
| 1Y | +21.7% | +14.2% | +7.5% | +16.5% |
| All | +75.9% | +90.7% | -14.7% | +39.8% |
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