+60.4%
D vs ALLE
+42.6%
+17.9%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.7% |
| 7D | +0.4% | -0.2% | +0.7% | +0.5% |
| 30D | -3.6% | -6.8% | +3.2% | -1.7% |
| 3M | -1.0% | +21.0% | -22.0% | -6.9% |
| 6M | +6.3% | +1.1% | +5.2% | +5.4% |
| YTD | +14.7% | -0.5% | +15.2% | +13.9% |
| 1Y | +16.9% | -7.3% | +24.2% | +18.7% |
| All | +60.4% | +42.6% | +17.9% | +30.7% |
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