+269.3%
DAL vs ALLE
+344.1%
-74.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.8% | +5.4% | +6.0% |
| 7D | +11.1% | +6.7% | +4.4% | +6.4% |
| 30D | +7.7% | +25.4% | -17.7% | -8.2% |
| 3M | -3.5% | +16.9% | -20.5% | -13.8% |
| 6M | +31.3% | +46.6% | -15.2% | -0.3% |
| YTD | +30.0% | +22.4% | +7.5% | +10.5% |
| 1Y | +62.1% | +17.7% | +44.3% | +41.6% |
| 3Y | +176.6% | +96.3% | +80.3% | +65.2% |
| 5Y | +126.2% | +57.4% | +68.8% | +54.7% |
| 10Y | +135.1% | +241.0% | -105.9% | -2.5% |
| All | +269.3% | +344.1% | -74.8% | +29.0% |
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