+130.0%
EWJ vs ALLE
+327.3%
-197.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.3% |
| 7D | -5.0% | -0.6% | -4.4% | -4.8% |
| 30D | -10.2% | +25.3% | -35.6% | -16.7% |
| 3M | -7.2% | +10.3% | -17.5% | -10.4% |
| 6M | -3.2% | +38.0% | -41.3% | -13.6% |
| YTD | +9.9% | +17.8% | -7.9% | +3.0% |
| 1Y | +11.0% | +13.6% | -2.6% | +5.2% |
| 3Y | +57.3% | +89.2% | -31.9% | +23.6% |
| 5Y | +41.3% | +51.1% | -9.8% | +17.6% |
| 10Y | +117.5% | +228.1% | -110.6% | +32.6% |
| All | +130.0% | +327.3% | -197.3% | +29.2% |
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