+156.3%
ETR vs ALLE
+94.0%
+62.3%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.3% |
| 7D | +1.2% | +3.6% | -2.4% | +0.6% |
| 30D | +7.0% | +25.9% | -18.9% | +3.0% |
| 3M | +4.6% | +15.8% | -11.2% | +2.0% |
| 6M | +0.1% | +48.1% | -48.0% | -6.5% |
| YTD | +23.2% | +22.0% | +1.2% | +18.5% |
| 1Y | +20.6% | +18.0% | +2.5% | +16.7% |
| 3Y | +156.3% | +93.1% | +63.2% | +129.6% |
| All | +156.3% | +94.0% | +62.3% | +129.6% |
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 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