-66.0%
EL vs ALLE
+49.9%
-115.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.2% | +2.7% |
| 7D | +0.8% | -0.6% | +1.3% | +1.0% |
| 30D | +16.5% | +25.3% | -8.8% | +2.4% |
| 3M | +29.2% | +10.3% | +18.9% | +21.9% |
| 6M | +27.9% | +38.0% | -10.1% | +5.6% |
| YTD | +6.2% | +17.8% | -11.6% | -5.4% |
| 1Y | +27.2% | +13.6% | +13.6% | +15.6% |
| 3Y | +3.2% | +89.2% | -86.0% | -34.4% |
| All | -66.0% | +49.9% | -115.9% | -74.3% |
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 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