+82.9%
ED vs ALLE
+49.9%
+33.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.4% | -2.2% |
| 7D | +1.6% | -0.6% | +2.2% | +1.7% |
| 30D | +13.3% | +25.3% | -12.0% | +8.9% |
| 3M | +9.7% | +10.3% | -0.6% | +7.7% |
| 6M | +12.8% | +38.0% | -25.3% | +6.4% |
| YTD | +22.3% | +17.8% | +4.5% | +18.2% |
| 1Y | +26.3% | +13.6% | +12.7% | +22.8% |
| 3Y | +45.0% | +89.2% | -44.2% | +25.7% |
| All | +82.9% | +49.9% | +33.0% | +62.3% |
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