+210.6%
ET vs ALLE
+51.6%
+159.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.3% |
| 7D | +2.5% | +3.6% | -1.0% | +1.8% |
| 30D | -2.5% | +25.9% | -28.3% | -7.1% |
| 3M | -4.9% | +15.8% | -20.6% | -7.9% |
| 6M | -0.1% | +48.1% | -48.2% | -8.9% |
| YTD | +26.2% | +22.0% | +4.3% | +20.3% |
| 1Y | +25.2% | +18.0% | +7.1% | +20.2% |
| 3Y | +84.2% | +93.1% | -8.9% | +50.6% |
| All | +210.6% | +51.6% | +159.0% | +161.3% |
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