+4.8%
EFX vs ALLE
+94.0%
-89.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.2% |
| 7D | -0.8% | +3.6% | -4.3% | -2.7% |
| 30D | +25.1% | +25.9% | -0.8% | +9.9% |
| 3M | +1.7% | +15.8% | -14.1% | -6.6% |
| 6M | +18.4% | +48.1% | -29.7% | -5.9% |
| YTD | -12.5% | +22.0% | -34.5% | -23.0% |
| 1Y | -8.1% | +18.0% | -26.1% | -17.3% |
| 3Y | +4.8% | +93.1% | -88.3% | -30.3% |
| All | +4.8% | +94.0% | -89.2% | -30.3% |
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 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