-37.4%
DOW vs ALLE
+13.7%
-51.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.1% |
| 3M | -14.4% | +21.0% | -35.4% | -21.7% |
| 6M | -7.0% | +1.1% | -8.1% | -8.3% |
| YTD | +30.2% | -0.5% | +30.7% | +29.2% |
| 1Y | +29.2% | -7.3% | +36.5% | +32.4% |
| 3Y | -36.7% | +42.3% | -79.0% | -48.3% |
| All | -37.4% | +13.7% | -51.2% | -45.5% |
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