+55.2%
EWY vs ALLE
+15.3%
+39.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.1% |
| 7D | +4.2% | +3.6% | +0.7% | +3.0% |
| 30D | -10.7% | +25.9% | -36.6% | -17.9% |
| 3M | -20.1% | +15.8% | -35.8% | -23.5% |
| 6M | -24.3% | +48.1% | -72.4% | -37.1% |
| YTD | +46.9% | +22.0% | +24.9% | +34.7% |
| 1Y | +55.2% | +18.0% | +37.2% | +42.7% |
| All | +55.2% | +15.3% | +39.9% | +42.7% |
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