+508.6%
EWT vs ALLE
+339.1%
+169.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.8% | +4.4% | +6.3% |
| 7D | -5.0% | -0.6% | -4.3% | -4.7% |
| 30D | -16.3% | +26.6% | -42.9% | -22.8% |
| 3M | -7.2% | +13.2% | -20.4% | -11.3% |
| 6M | -0.5% | +42.9% | -43.4% | -12.5% |
| YTD | +50.6% | +21.0% | +29.5% | +39.4% |
| 1Y | +54.8% | +15.2% | +39.7% | +45.7% |
| 3Y | +155.5% | +95.6% | +59.9% | +96.7% |
| 5Y | +116.4% | +53.4% | +63.0% | +78.0% |
| 10Y | +421.4% | +221.5% | +199.9% | +214.6% |
| All | +508.6% | +339.1% | +169.4% | +236.7% |
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 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