-35.3%
DOW vs ALLE
+50.9%
-86.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.0% | -3.4% |
| 7D | -2.4% | -0.2% | -2.2% | -2.3% |
| 30D | +0.4% | -6.8% | +7.2% | +2.6% |
| 3M | -14.4% | +21.0% | -35.4% | -20.8% |
| 6M | -7.0% | +1.1% | -8.1% | -7.1% |
| YTD | +30.2% | -0.5% | +30.7% | +30.9% |
| 1Y | +29.2% | -7.3% | +36.5% | +34.3% |
| All | -35.3% | +50.9% | -86.2% | -50.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling