+74.2%
EL vs ALLE
+331.3%
-257.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.9% | -1.0% | -2.5% |
| 7D | -1.1% | 0.0% | -1.1% | -1.1% |
| 30D | +15.3% | +20.6% | -5.3% | +4.6% |
| 3M | +24.2% | +11.4% | +12.8% | +17.4% |
| 6M | +30.9% | +42.5% | -11.7% | +8.6% |
| YTD | +3.9% | +18.9% | -15.0% | -6.7% |
| 1Y | +19.9% | +14.2% | +5.7% | +9.8% |
| 3Y | +2.5% | +90.7% | -88.2% | -28.8% |
| 5Y | -66.7% | +52.5% | -119.2% | -74.4% |
| 10Y | +54.9% | +231.2% | -176.3% | -14.6% |
| All | +74.2% | +331.3% | -257.2% | -12.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling