+467.8%
EWT vs ALLE
+327.3%
+140.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.9% | +4.8% | +4.2% |
| 7D | -11.7% | -0.6% | -11.2% | -11.5% |
| 30D | -23.2% | +25.3% | -48.6% | -29.0% |
| 3M | -12.5% | +10.3% | -22.8% | -15.7% |
| 6M | -5.9% | +38.0% | -44.0% | -16.4% |
| YTD | +40.5% | +17.8% | +22.7% | +31.1% |
| 1Y | +43.7% | +13.6% | +30.1% | +35.7% |
| 3Y | +136.6% | +89.2% | +47.4% | +84.1% |
| 5Y | +105.1% | +51.1% | +54.0% | +69.4% |
| 10Y | +387.0% | +228.1% | +158.8% | +190.9% |
| All | +467.8% | +327.3% | +140.5% | +216.8% |
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 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