+845.6%
EW vs ALLE
+331.3%
+514.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.9% | +4.3% | +2.6% |
| 7D | +6.8% | 0.0% | +6.7% | +6.7% |
| 30D | +16.6% | +20.6% | -4.0% | +7.5% |
| 3M | +13.3% | +11.4% | +1.9% | +7.9% |
| 6M | +21.6% | +42.5% | -20.9% | +3.8% |
| YTD | +18.3% | +18.9% | -0.6% | +7.9% |
| 1Y | +21.7% | +14.2% | +7.5% | +12.9% |
| 3Y | +50.3% | +90.7% | -40.4% | +6.9% |
| 5Y | -15.0% | +52.5% | -67.5% | -34.2% |
| 10Y | +237.5% | +231.2% | +6.2% | +78.0% |
| All | +845.6% | +331.3% | +514.3% | +363.4% |
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