+7.5%
EFX vs ALLE
+88.9%
-81.4%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.7% |
| 7D | +2.7% | -0.6% | +3.3% | +3.0% |
| 30D | +33.1% | +25.3% | +7.8% | +17.3% |
| 3M | +8.2% | +10.3% | -2.1% | +2.1% |
| 6M | +10.2% | +38.0% | -27.9% | -8.7% |
| YTD | -11.8% | +17.8% | -29.6% | -20.8% |
| 1Y | -6.1% | +13.6% | -19.7% | -13.6% |
| 3Y | +7.5% | +89.2% | -81.7% | -27.5% |
| All | +7.5% | +88.9% | -81.4% | -27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling