-30.7%
EFX vs ALLE
+51.6%
-82.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.1% |
| 7D | -0.8% | +3.6% | -4.3% | -3.0% |
| 30D | +25.1% | +25.9% | -0.8% | +7.7% |
| 3M | +1.7% | +15.8% | -14.1% | -7.8% |
| 6M | +18.4% | +48.1% | -29.7% | -9.5% |
| YTD | -12.5% | +22.0% | -34.5% | -24.8% |
| 1Y | -8.1% | +18.0% | -26.1% | -19.2% |
| 3Y | +4.8% | +93.1% | -88.3% | -37.0% |
| All | -30.7% | +51.6% | -82.3% | -50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling