+15.9%
ELV vs ALLE
+13.7%
+2.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -1.9% |
| 7D | +3.3% | -0.2% | +3.5% | +3.3% |
| 30D | +4.2% | -6.8% | +11.0% | +5.3% |
| 3M | -0.1% | +21.0% | -21.1% | -3.6% |
| 6M | +41.3% | +1.1% | +40.2% | +40.8% |
| YTD | +17.4% | -0.5% | +18.0% | +17.2% |
| 1Y | +35.1% | -7.3% | +42.3% | +36.6% |
| 3Y | -3.2% | +42.3% | -45.5% | -11.5% |
| All | +15.9% | +13.7% | +2.2% | +10.5% |
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