+449.6%
EAT vs ALLE
+327.3%
+122.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -1.9% | -2.3% |
| 7D | -2.6% | -0.6% | -2.1% | -2.3% |
| 30D | +11.5% | +25.3% | -13.9% | -3.1% |
| 3M | -9.1% | +10.3% | -19.4% | -15.0% |
| 6M | +40.4% | +38.0% | +2.4% | +13.6% |
| YTD | +43.9% | +17.8% | +26.2% | +27.1% |
| 1Y | +101.9% | +13.6% | +88.3% | +82.2% |
| 3Y | +489.9% | +89.2% | +400.7% | +267.3% |
| 5Y | +362.6% | +51.1% | +311.6% | +228.3% |
| 10Y | +385.7% | +228.1% | +157.6% | +158.7% |
| All | +449.6% | +327.3% | +122.3% | +171.4% |
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