+47.4%
DD vs ALLE
+42.6%
+4.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.7% | -0.1% |
| 7D | -3.5% | -0.2% | -3.3% | -3.4% |
| 30D | -10.3% | -6.8% | -3.5% | -7.3% |
| 3M | -7.5% | +21.0% | -28.6% | -16.3% |
| 6M | -8.0% | +1.1% | -9.1% | -8.6% |
| YTD | +10.5% | -0.5% | +11.0% | +9.6% |
| 1Y | +38.3% | -7.3% | +45.5% | +42.6% |
| All | +47.4% | +42.6% | +4.8% | +18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling