+235.9%
ET vs ALLE
+13.7%
+222.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.1% |
| 7D | +0.9% | -0.2% | +1.1% | +0.9% |
| 30D | +7.5% | -6.8% | +14.3% | +9.1% |
| 3M | +11.4% | +21.0% | -9.6% | +6.2% |
| 6M | +18.5% | +1.1% | +17.4% | +17.9% |
| YTD | +37.4% | -0.5% | +37.9% | +36.8% |
| 1Y | +30.9% | -7.3% | +38.2% | +32.6% |
| 3Y | +98.7% | +42.3% | +56.5% | +75.0% |
| All | +235.9% | +13.7% | +222.2% | +204.8% |
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