+274.2%
EWY vs ALLE
+260.9%
+13.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +15.0% |
| 3M | -7.4% | +21.0% | -28.4% | -14.9% |
| 6M | +40.6% | +1.1% | +39.5% | +39.4% |
| YTD | +94.3% | -0.5% | +94.8% | +93.5% |
| 1Y | +164.3% | -7.3% | +171.5% | +170.1% |
| 3Y | +221.0% | +42.3% | +178.7% | +168.0% |
| 5Y | +139.1% | +13.5% | +125.7% | +115.8% |
| 10Y | +298.8% | +144.0% | +154.8% | +156.4% |
| All | +274.2% | +260.9% | +13.4% | +113.7% |
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