+78.1%
EL vs ALLE
+327.3%
-249.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.8% |
| 3M | +29.2% | +10.3% | +18.9% | +22.7% |
| 6M | +27.9% | +38.0% | -10.1% | +7.8% |
| YTD | +6.2% | +17.8% | -11.6% | -4.2% |
| 1Y | +27.2% | +13.6% | +13.6% | +16.7% |
| 3Y | +3.2% | +89.2% | -86.0% | -28.0% |
| 5Y | -66.0% | +51.1% | -117.0% | -73.8% |
| 10Y | +58.3% | +228.1% | -169.8% | -12.3% |
| All | +78.1% | +327.3% | -249.2% | -9.7% |
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