+29.4%
DOW vs ALLE
-8.3%
+37.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | -2.9% | +2.8% | -5.7% | -3.0% |
| 30D | +2.0% | -7.6% | +9.6% | +2.1% |
| 3M | -12.5% | +22.8% | -35.3% | -14.4% |
| 6M | -9.2% | +4.6% | -13.8% | -6.4% |
| YTD | +30.8% | -1.2% | +32.0% | +37.2% |
| 1Y | +29.4% | -9.1% | +38.5% | +36.8% |
| All | +29.4% | -8.3% | +37.7% | +36.8% |
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