-24.8%
ETHA vs ALLE
+18.6%
-43.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.8% | +4.0% | +5.6% |
| 7D | +2.1% | +6.7% | -4.5% | +1.9% |
| 30D | -10.7% | +25.4% | -36.1% | -11.6% |
| 3M | +29.0% | +16.9% | +12.0% | +28.4% |
| 6M | +2.7% | +46.6% | -43.9% | +1.2% |
| YTD | -18.7% | +22.4% | -41.1% | -18.2% |
| 1Y | -24.8% | +17.7% | -42.6% | -22.0% |
| All | -24.8% | +18.6% | -43.4% | -22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling