+233.5%
ED vs ALLE
+331.3%
-97.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.8% | +1.6% |
| 7D | +5.2% | 0.0% | +5.1% | +5.1% |
| 30D | +15.5% | +20.6% | -5.1% | +10.8% |
| 3M | +13.0% | +11.4% | +1.6% | +10.2% |
| 6M | +13.1% | +42.5% | -29.4% | +4.2% |
| YTD | +25.3% | +18.9% | +6.4% | +19.6% |
| 1Y | +30.5% | +14.2% | +16.4% | +25.7% |
| 3Y | +49.3% | +90.7% | -41.4% | +25.8% |
| 5Y | +84.6% | +52.5% | +32.1% | +61.4% |
| 10Y | +135.4% | +231.2% | -95.8% | +81.7% |
| All | +233.5% | +331.3% | -97.8% | +148.2% |
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