+134.8%
EWY vs ALLE
+88.9%
+45.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.9% | +5.0% | +4.4% |
| 7D | -10.4% | -0.6% | -9.8% | -10.1% |
| 30D | -25.4% | +25.3% | -50.8% | -31.0% |
| 3M | -16.5% | +10.3% | -26.8% | -19.1% |
| 6M | -24.7% | +38.0% | -62.8% | -33.3% |
| YTD | +40.9% | +17.8% | +23.2% | +31.4% |
| 1Y | +49.8% | +13.6% | +36.2% | +41.1% |
| 3Y | +134.8% | +89.2% | +45.6% | +81.9% |
| All | +134.8% | +88.9% | +45.9% | +81.9% |
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