+457.5%
ETR vs ALLE
+260.9%
+196.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.8% |
| 7D | +1.4% | -0.2% | +1.7% | +1.5% |
| 30D | +1.0% | -6.8% | +7.8% | +3.1% |
| 3M | -1.3% | +21.0% | -22.3% | -7.4% |
| 6M | +1.9% | +1.1% | +0.8% | +0.8% |
| YTD | +18.2% | -0.5% | +18.7% | +17.1% |
| 1Y | +24.7% | -7.3% | +31.9% | +26.2% |
| 3Y | +150.7% | +42.3% | +108.4% | +116.3% |
| 5Y | +127.0% | +13.5% | +113.6% | +107.6% |
| 10Y | +295.5% | +144.0% | +151.4% | +190.9% |
| All | +457.5% | +260.9% | +196.6% | +283.8% |
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