+3.7%
EL vs ALLE
+93.1%
-89.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.8% | 0.0% | +1.6% |
| 7D | +8.0% | -0.6% | +8.6% | +8.3% |
| 30D | +15.4% | +26.6% | -11.2% | +3.9% |
| 3M | +28.5% | +13.2% | +15.3% | +21.5% |
| 6M | +32.2% | +42.9% | -10.6% | +12.6% |
| YTD | +9.2% | +21.0% | -11.8% | -1.5% |
| 1Y | +30.8% | +15.2% | +15.6% | +21.1% |
| 3Y | +3.7% | +95.6% | -91.9% | -27.1% |
| All | +3.7% | +93.1% | -89.4% | -27.1% |
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 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