+512.5%
EAT vs ALLE
+260.9%
+251.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | 0.0% |
| 7D | 0.0% | -0.2% | +0.2% | +0.1% |
| 30D | +1.9% | -6.8% | +8.7% | +6.0% |
| 3M | +68.7% | +21.0% | +47.6% | +48.3% |
| 6M | +66.9% | +1.1% | +65.8% | +63.6% |
| YTD | +60.4% | -0.5% | +60.9% | +57.5% |
| 1Y | +44.0% | -7.3% | +51.2% | +47.4% |
| 3Y | +604.7% | +42.3% | +562.4% | +428.0% |
| 5Y | +347.0% | +13.5% | +333.6% | +280.3% |
| 10Y | +390.8% | +144.0% | +246.7% | +201.9% |
| All | +512.5% | +260.9% | +251.6% | +236.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling