+223.6%
ET vs ALLE
+260.9%
-37.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.2% |
| 7D | +0.9% | -0.2% | +1.1% | +1.0% |
| 30D | +7.5% | -6.8% | +14.3% | +11.0% |
| 3M | +11.4% | +21.0% | -9.6% | +0.4% |
| 6M | +18.5% | +1.1% | +17.4% | +16.0% |
| YTD | +37.4% | -0.5% | +37.9% | +34.8% |
| 1Y | +30.9% | -7.3% | +38.2% | +32.6% |
| 3Y | +98.7% | +42.3% | +56.5% | +54.5% |
| 5Y | +230.7% | +13.5% | +217.2% | +184.6% |
| 10Y | +175.6% | +144.0% | +31.5% | +22.7% |
| All | +223.6% | +260.9% | -37.3% | +12.9% |
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