+99.2%
DE vs ALLE
+13.7%
+85.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.6% |
| 7D | +10.0% | -0.2% | +10.3% | +10.1% |
| 30D | +13.3% | -6.8% | +20.1% | +16.8% |
| 3M | +17.5% | +21.0% | -3.5% | +7.2% |
| 6M | +13.6% | +1.1% | +12.5% | +12.3% |
| YTD | +49.8% | -0.5% | +50.3% | +48.7% |
| 1Y | +47.9% | -7.3% | +55.1% | +51.2% |
| 3Y | +72.5% | +42.3% | +30.3% | +42.2% |
| All | +99.2% | +13.7% | +85.5% | +80.7% |
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