+15.2%
D vs ALLE
+49.9%
-34.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.2% |
| 7D | +3.0% | -0.6% | +3.5% | +3.1% |
| 30D | +11.5% | +25.3% | -13.8% | +4.8% |
| 3M | +3.7% | +10.3% | -6.6% | +0.8% |
| 6M | +13.5% | +38.0% | -24.5% | +3.3% |
| YTD | +20.7% | +17.8% | +2.9% | +14.4% |
| 1Y | +18.2% | +13.6% | +4.6% | +13.1% |
| 3Y | +73.3% | +89.2% | -15.9% | +41.7% |
| All | +15.2% | +49.9% | -34.7% | -1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling