+76.9%
D vs ALLE
+344.1%
-267.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.8% | +2.7% | +3.9% |
| 7D | +8.5% | +6.7% | +1.9% | +6.4% |
| 30D | +14.3% | +25.4% | -11.1% | +6.7% |
| 3M | +1.8% | +16.9% | -15.2% | -3.1% |
| 6M | +13.0% | +46.6% | -33.5% | +0.2% |
| YTD | +22.7% | +22.4% | +0.3% | +14.4% |
| 1Y | +22.6% | +17.7% | +4.9% | +15.5% |
| 3Y | +84.2% | +96.3% | -12.1% | +46.5% |
| 5Y | +15.8% | +57.4% | -41.6% | -3.4% |
| 10Y | +45.8% | +241.0% | -195.2% | +1.0% |
| All | +76.9% | +344.1% | -267.3% | +14.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling