-31.2%
DIS vs ALLE
+51.8%
-83.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -0.2% |
| 7D | +5.7% | 0.0% | +5.6% | +5.7% |
| 30D | +12.7% | +20.6% | -7.9% | +3.3% |
| 3M | +15.2% | +11.4% | +3.8% | +9.4% |
| 6M | +17.6% | +42.5% | -25.0% | -1.1% |
| YTD | +3.8% | +18.9% | -15.1% | -5.4% |
| 1Y | +6.8% | +14.2% | -7.4% | -0.7% |
| 3Y | +42.1% | +90.7% | -48.6% | -0.6% |
| 5Y | -31.2% | +52.5% | -83.6% | -49.0% |
| All | -31.2% | +51.8% | -83.0% | -49.0% |
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 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