+194.7%
ED vs ALLE
+260.9%
-66.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.6% |
| 7D | -0.2% | -0.2% | 0.0% | -0.2% |
| 30D | -0.1% | -6.8% | +6.7% | +1.4% |
| 3M | +3.9% | +21.0% | -17.1% | -0.6% |
| 6M | -3.0% | +1.1% | -4.1% | -3.7% |
| YTD | +10.7% | -0.5% | +11.2% | +10.0% |
| 1Y | +13.3% | -7.3% | +20.6% | +14.3% |
| 3Y | +34.5% | +42.3% | -7.8% | +21.2% |
| 5Y | +67.1% | +13.5% | +53.7% | +56.5% |
| 10Y | +103.0% | +144.0% | -41.0% | +64.7% |
| All | +194.7% | +260.9% | -66.2% | +128.3% |
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 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