+56.0%
EWZ vs ALLE
+53.5%
+2.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | +1.3% | +0.1% | +1.2% | +1.3% |
| 30D | -26.2% | +25.9% | -52.1% | -30.2% |
| 3M | -8.6% | +14.9% | -23.5% | -11.8% |
| 6M | -17.0% | +42.1% | -59.1% | -24.4% |
| YTD | +2.2% | +20.4% | -18.2% | -3.2% |
| 1Y | +2.7% | +14.9% | -12.2% | -1.5% |
| 3Y | +18.2% | +90.1% | -71.9% | -2.7% |
| 5Y | +56.0% | +53.0% | +3.0% | +36.6% |
| All | +56.0% | +53.5% | +2.5% | +36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling