+10.7%
DIA vs ALLE
+13.1%
-2.4%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | -0.9% | -0.6% | -0.4% | -0.8% |
| 30D | +0.3% | +25.3% | -25.1% | -3.3% |
| 3M | -4.5% | +10.3% | -14.8% | -5.9% |
| 6M | +3.4% | +38.0% | -34.7% | -2.3% |
| YTD | +7.8% | +17.8% | -10.0% | +2.8% |
| 1Y | +10.7% | +13.6% | -2.9% | +7.1% |
| All | +10.7% | +13.1% | -2.4% | +7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling