+228.6%
EWY vs ALLE
+50.9%
+177.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.0% | +3.6% | +4.2% |
| 7D | +4.8% | -0.2% | +5.0% | +4.9% |
| 30D | +11.7% | -6.8% | +18.5% | +14.6% |
| 3M | -7.4% | +21.0% | -28.4% | -14.3% |
| 6M | +40.6% | +1.1% | +39.5% | +38.4% |
| YTD | +94.3% | -0.5% | +94.8% | +92.0% |
| 1Y | +164.3% | -7.3% | +171.5% | +166.4% |
| All | +228.6% | +50.9% | +177.7% | +171.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling