+7.7%
DIS vs ALLE
+15.5%
-7.8%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.8% | -0.7% | +1.3% |
| 7D | +5.3% | -0.6% | +5.9% | +5.5% |
| 30D | +10.2% | +26.6% | -16.4% | +3.8% |
| 3M | +13.5% | +13.2% | +0.4% | +10.0% |
| 6M | +11.1% | +42.9% | -31.8% | +0.7% |
| YTD | +5.5% | +21.0% | -15.5% | -2.6% |
| All | +7.7% | +15.5% | -7.8% | +4.3% |
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 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