+459.5%
ELV vs ALLE
+339.1%
+120.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.5% | -2.7% |
| 7D | +1.1% | -0.6% | +1.8% | +1.3% |
| 30D | +1.3% | +26.6% | -25.3% | -7.1% |
| 3M | +6.6% | +13.2% | -6.6% | +1.5% |
| 6M | +11.6% | +42.9% | -31.3% | -3.2% |
| YTD | +21.1% | +21.0% | 0.0% | +11.1% |
| 1Y | +34.2% | +15.2% | +19.1% | +25.6% |
| 3Y | -2.9% | +95.6% | -98.5% | -28.9% |
| 5Y | +4.6% | +53.4% | -48.8% | -17.1% |
| 10Y | +272.8% | +221.5% | +51.3% | +110.3% |
| All | +459.5% | +339.1% | +120.4% | +182.2% |
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