+68.0%
EL vs ALLE
+260.9%
-192.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.0% | +2.0% | +2.5% |
| 7D | +0.8% | -0.2% | +1.0% | +0.9% |
| 30D | +19.8% | -6.8% | +26.6% | +24.3% |
| 3M | +25.7% | +21.0% | +4.7% | +13.6% |
| 6M | +5.4% | +1.1% | +4.3% | +4.0% |
| YTD | +0.2% | -0.5% | +0.8% | -1.2% |
| 1Y | +20.4% | -7.3% | +27.7% | +22.7% |
| 3Y | -32.1% | +42.3% | -74.4% | -45.2% |
| 5Y | -67.2% | +13.5% | -80.6% | -70.9% |
| 10Y | +31.7% | +144.0% | -112.3% | -16.9% |
| All | +68.0% | +260.9% | -192.8% | -6.9% |
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