+216.4%
ET vs ALLE
+52.7%
+163.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | 0.0% |
| 7D | +3.0% | +1.6% | +1.5% | +2.7% |
| 30D | -3.5% | +24.1% | -27.5% | -7.8% |
| 3M | -5.6% | +14.8% | -20.4% | -8.5% |
| 6M | +0.5% | +45.9% | -45.4% | -8.0% |
| YTD | +26.3% | +20.7% | +5.6% | +20.6% |
| 1Y | +25.7% | +14.2% | +11.5% | +21.7% |
| 3Y | +85.1% | +90.7% | -5.6% | +51.8% |
| 5Y | +216.4% | +50.6% | +165.8% | +167.4% |
| All | +216.4% | +52.7% | +163.7% | +167.4% |
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