+91.3%
EWT vs ALLE
-8.3%
+99.6%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | +1.6% | +2.8% | -1.1% | +1.1% |
| 30D | +8.2% | -7.6% | +15.8% | +9.9% |
| 3M | +11.1% | +22.8% | -11.7% | +5.4% |
| 6M | +60.4% | +4.6% | +55.8% | +57.2% |
| YTD | +75.6% | -1.2% | +76.8% | +73.2% |
| 1Y | +91.3% | -9.1% | +100.5% | +93.2% |
| All | +91.3% | -8.3% | +99.6% | +93.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling