+23.9%
EW vs ALLE
+13.1%
+10.7%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.4% |
| 7D | +11.0% | -0.6% | +11.6% | +11.1% |
| 30D | +19.1% | +25.3% | -6.3% | +15.8% |
| 3M | +14.4% | +10.3% | +4.1% | +12.9% |
| 6M | +22.8% | +38.0% | -15.3% | +17.4% |
| YTD | +19.8% | +17.8% | +2.0% | +11.3% |
| 1Y | +23.9% | +13.6% | +10.3% | +16.1% |
| All | +23.9% | +13.1% | +10.7% | +16.1% |
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