+72.7%
EWJ vs ALLE
+42.6%
+30.2%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.1% |
| 7D | +2.5% | -0.2% | +2.7% | +2.6% |
| 30D | +3.3% | -6.8% | +10.1% | +5.1% |
| 3M | +5.0% | +21.0% | -16.1% | -0.6% |
| 6M | +11.5% | +1.1% | +10.4% | +10.9% |
| YTD | +22.4% | -0.5% | +22.9% | +22.0% |
| 1Y | +30.2% | -7.3% | +37.5% | +32.2% |
| All | +72.7% | +42.6% | +30.2% | +54.8% |
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 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