-65.3%
EL vs ALLE
+51.6%
-116.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.6% |
| 7D | +1.5% | +3.6% | -2.0% | -0.4% |
| 30D | +10.0% | +25.9% | -15.9% | -3.5% |
| 3M | +28.4% | +15.8% | +12.7% | +18.1% |
| 6M | +37.1% | +48.1% | -11.0% | +8.8% |
| YTD | +7.8% | +22.0% | -14.1% | -5.8% |
| 1Y | +26.0% | +18.0% | +8.0% | +12.2% |
| 3Y | +3.8% | +93.1% | -89.3% | -34.6% |
| All | -65.3% | +51.6% | -116.9% | -73.8% |
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