-38.9%
ETHA vs ALLE
+55.2%
-94.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.8% | -7.3% | -5.6% |
| 7D | -5.3% | -0.6% | -4.7% | -5.0% |
| 30D | -14.2% | +26.6% | -40.8% | -22.3% |
| 3M | +10.7% | +13.2% | -2.5% | +5.3% |
| 6M | -8.4% | +42.9% | -51.2% | -22.4% |
| YTD | -28.6% | +21.0% | -49.6% | -34.5% |
| 1Y | -38.8% | +15.2% | -54.0% | -41.8% |
| All | -38.9% | +55.2% | -94.2% | -55.8% |
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