+481.0%
ETR vs ALLE
+339.1%
+141.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.6% | +0.3% |
| 7D | +1.7% | -0.6% | +2.4% | +1.9% |
| 30D | +8.7% | +26.6% | -17.9% | +0.9% |
| 3M | +4.9% | +13.2% | -8.3% | +0.7% |
| 6M | +0.8% | +42.9% | -42.1% | -10.5% |
| YTD | +23.1% | +21.0% | +2.1% | +14.6% |
| 1Y | +17.9% | +15.2% | +2.7% | +11.4% |
| 3Y | +154.5% | +95.6% | +58.9% | +97.9% |
| 5Y | +160.3% | +53.4% | +106.9% | +115.4% |
| 10Y | +366.9% | +221.5% | +145.5% | +218.1% |
| All | +481.0% | +339.1% | +141.9% | +275.5% |
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