+14.0%
D vs ALLE
+51.8%
-37.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.6% |
| 3M | +3.0% | +11.4% | -8.4% | -0.2% |
| 6M | +12.8% | +42.5% | -29.8% | +1.7% |
| YTD | +22.6% | +18.9% | +3.7% | +15.8% |
| 1Y | +21.7% | +14.2% | +7.5% | +16.3% |
| 3Y | +83.9% | +90.7% | -6.8% | +50.1% |
| 5Y | +14.0% | +52.5% | -38.5% | -3.4% |
| All | +14.0% | +51.8% | -37.9% | -3.4% |
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