-36.1%
ETHA vs ALLE
+51.1%
-87.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.5% |
| 7D | -0.2% | -0.6% | +0.4% | +0.2% |
| 30D | -13.4% | +25.3% | -38.7% | -21.3% |
| 3M | +16.5% | +10.3% | +6.2% | +12.0% |
| 6M | -5.3% | +38.0% | -43.4% | -18.7% |
| YTD | -25.2% | +17.8% | -43.0% | -30.7% |
| 1Y | -32.9% | +13.6% | -46.5% | -36.2% |
| All | -36.1% | +51.1% | -87.1% | -53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling