+52.2%
EW vs ALLE
+88.9%
-36.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.5% |
| 7D | +11.0% | -0.6% | +11.6% | +11.1% |
| 30D | +19.1% | +25.3% | -6.3% | +14.4% |
| 3M | +14.4% | +10.3% | +4.1% | +12.3% |
| 6M | +22.8% | +38.0% | -15.3% | +15.5% |
| YTD | +19.8% | +17.8% | +2.0% | +14.9% |
| 1Y | +23.9% | +13.6% | +10.3% | +19.7% |
| 3Y | +52.2% | +89.2% | -37.0% | +27.3% |
| All | +52.2% | +88.9% | -36.7% | +27.3% |
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