+362.5%
EAT vs ALLE
+52.7%
+309.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -1.3% |
| 7D | -7.1% | +1.6% | -8.6% | -7.8% |
| 30D | -2.3% | +24.1% | -26.4% | -12.9% |
| 3M | -19.6% | +14.8% | -34.5% | -25.4% |
| 6M | +46.0% | +45.9% | +0.1% | +18.0% |
| YTD | +37.7% | +20.7% | +16.9% | +22.2% |
| 1Y | +73.8% | +14.2% | +59.6% | +59.1% |
| 3Y | +482.1% | +90.7% | +391.4% | +267.1% |
| 5Y | +362.5% | +50.6% | +311.9% | +224.6% |
| All | +362.5% | +52.7% | +309.7% | +224.6% |
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