+156.1%
EWJ vs ALLE
+260.9%
-104.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.6% |
| 3M | +5.0% | +21.0% | -16.1% | -1.9% |
| 6M | +11.5% | +1.1% | +10.4% | +10.4% |
| YTD | +22.4% | -0.5% | +22.9% | +21.5% |
| 1Y | +30.2% | -7.3% | +37.5% | +32.1% |
| 3Y | +72.8% | +42.3% | +30.6% | +49.5% |
| 5Y | +54.1% | +13.5% | +40.7% | +41.2% |
| 10Y | +140.6% | +144.0% | -3.4% | +62.6% |
| All | +156.1% | +260.9% | -104.8% | +52.4% |
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