+613.7%
EWT vs ALLE
+260.9%
+352.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.5% |
| 7D | +4.0% | -0.2% | +4.2% | +4.0% |
| 30D | +10.3% | -6.8% | +17.1% | +12.9% |
| 3M | +6.1% | +21.0% | -15.0% | -1.2% |
| 6M | +56.6% | +1.1% | +55.5% | +55.0% |
| YTD | +76.6% | -0.5% | +77.1% | +75.1% |
| 1Y | +97.9% | -7.3% | +105.1% | +100.6% |
| 3Y | +198.0% | +42.3% | +155.7% | +156.3% |
| 5Y | +151.8% | +13.5% | +138.3% | +129.9% |
| 10Y | +514.1% | +144.0% | +370.1% | +308.7% |
| All | +613.7% | +260.9% | +352.9% | +323.0% |
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