-11.1%
EFX vs ALLE
+42.6%
-53.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.0% | -7.4% | -6.9% |
| 7D | -8.6% | -0.2% | -8.4% | -8.6% |
| 30D | +0.1% | -6.8% | +6.9% | +4.0% |
| 3M | +3.8% | +21.0% | -17.2% | -7.4% |
| 6M | -13.5% | +1.1% | -14.6% | -14.5% |
| YTD | -17.7% | -0.5% | -17.1% | -18.6% |
| 1Y | -25.6% | -7.3% | -18.3% | -23.0% |
| All | -11.1% | +42.6% | -53.6% | -34.2% |
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 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