+18.9%
ETR vs ALLE
+14.3%
+4.5%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | +1.5% | +1.6% | -0.1% | +1.3% |
| 30D | +6.6% | +24.1% | -17.5% | +3.6% |
| 3M | +4.4% | +14.8% | -10.4% | +2.4% |
| 6M | -0.3% | +45.9% | -46.1% | -5.4% |
| YTD | +23.3% | +20.7% | +2.6% | +18.6% |
| 1Y | +18.9% | +14.2% | +4.7% | +15.1% |
| All | +18.9% | +14.3% | +4.5% | +15.1% |
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