+365.4%
EAT vs ALLE
+54.3%
+311.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.0% | +2.4% |
| 7D | -8.9% | -0.8% | -8.1% | -8.6% |
| 30D | +3.4% | +27.4% | -24.0% | -9.0% |
| 3M | -9.3% | +13.8% | -23.2% | -15.5% |
| 6M | +43.8% | +45.5% | -1.7% | +16.5% |
| YTD | +39.9% | +21.4% | +18.5% | +23.8% |
| 1Y | +89.7% | +15.4% | +74.3% | +72.8% |
| 3Y | +491.3% | +91.7% | +399.5% | +272.4% |
| 5Y | +365.4% | +54.5% | +310.9% | +216.6% |
| All | +365.4% | +54.3% | +311.1% | +216.6% |
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