-29.2%
ETHA vs ALLE
+23.2%
-52.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.0% | +0.5% |
| 7D | +2.9% | -2.2% | +5.1% | +3.9% |
| 30D | +31.4% | -8.3% | +39.7% | +36.6% |
| 3M | +48.9% | +16.3% | +32.6% | +37.3% |
| 6M | +20.9% | +1.8% | +19.1% | +19.6% |
| YTD | -17.2% | -3.9% | -13.2% | -16.2% |
| 1Y | -42.8% | -10.0% | -32.8% | -39.1% |
| All | -29.2% | +23.2% | -52.4% | -43.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling