-42.4%
ETHA vs ALLE
-8.6%
-33.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.2% |
| 7D | +2.7% | +2.8% | -0.1% | +2.2% |
| 30D | +29.4% | -7.6% | +37.0% | +30.9% |
| 3M | +47.2% | +22.8% | +24.4% | +42.5% |
| 6M | +25.4% | +4.6% | +20.8% | +25.9% |
| YTD | -16.5% | -1.2% | -15.3% | -16.4% |
| All | -42.4% | -8.6% | -33.7% | -37.6% |
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