+19.0%
EWZ vs ALLE
+88.9%
-69.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.9% |
| 7D | -1.5% | -0.6% | -0.9% | -1.4% |
| 30D | -24.5% | +25.3% | -49.9% | -27.9% |
| 3M | -10.7% | +10.3% | -21.0% | -12.4% |
| 6M | -19.1% | +38.0% | -57.1% | -25.0% |
| YTD | +1.6% | +17.8% | -16.2% | -2.6% |
| 1Y | +4.3% | +13.6% | -9.3% | +0.8% |
| 3Y | +19.0% | +89.2% | -70.2% | -3.6% |
| All | +19.0% | +88.9% | -69.9% | -3.6% |
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