+55.5%
EWT vs ALLE
+14.3%
+41.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.9% |
| 7D | +13.2% | +1.6% | +11.7% | +13.0% |
| 30D | -14.3% | +24.1% | -38.4% | -16.1% |
| 3M | -8.4% | +14.8% | -23.2% | -9.0% |
| 6M | +3.7% | +45.9% | -42.2% | -2.8% |
| YTD | +53.1% | +20.7% | +32.3% | +47.9% |
| 1Y | +55.5% | +14.2% | +41.3% | +51.7% |
| All | +55.5% | +14.3% | +41.2% | +51.7% |
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