+188.8%
ET vs ALLE
+331.3%
-142.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | 0.0% |
| 7D | -8.1% | 0.0% | -8.1% | -8.2% |
| 30D | -7.5% | +20.6% | -28.1% | -15.8% |
| 3M | -4.1% | +11.4% | -15.5% | -9.6% |
| 6M | -2.7% | +42.5% | -45.2% | -19.5% |
| YTD | +22.6% | +18.9% | +3.7% | +9.8% |
| 1Y | +22.0% | +14.2% | +7.8% | +11.3% |
| 3Y | +72.8% | +90.7% | -17.9% | +15.2% |
| 5Y | +201.4% | +52.5% | +149.0% | +119.8% |
| 10Y | +211.8% | +231.2% | -19.4% | +11.5% |
| All | +188.8% | +331.3% | -142.5% | -8.0% |
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