-31.4%
EFX vs ALLE
-8.3%
-23.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.8% |
| 7D | -7.8% | +2.8% | -10.6% | -8.7% |
| 30D | -5.7% | -7.6% | +1.9% | -3.3% |
| 3M | +2.5% | +22.8% | -20.3% | -3.9% |
| 6M | -16.7% | +4.6% | -21.3% | -18.1% |
| YTD | -20.2% | -1.2% | -19.0% | -21.4% |
| 1Y | -31.4% | -9.1% | -22.2% | -30.1% |
| All | -31.4% | -8.3% | -23.1% | -30.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling