+67.0%
D vs ALLE
+260.9%
-193.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.6% |
| 3M | -1.0% | +21.0% | -22.0% | -6.9% |
| 6M | +6.3% | +1.1% | +5.2% | +5.2% |
| YTD | +14.7% | -0.5% | +15.2% | +13.9% |
| 1Y | +16.9% | -7.3% | +24.2% | +18.4% |
| 3Y | +56.8% | +42.3% | +14.5% | +37.6% |
| 5Y | +5.2% | +13.5% | -8.3% | -3.0% |
| 10Y | +35.9% | +144.0% | -108.2% | +2.5% |
| All | +67.0% | +260.9% | -193.9% | +15.5% |
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