+18.9%
EWZ vs ALLE
+344.1%
-325.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.1% | +0.9% |
| 7D | -4.1% | +6.7% | -10.7% | -6.9% |
| 30D | -25.0% | +25.4% | -50.4% | -32.6% |
| 3M | -10.6% | +16.9% | -27.6% | -17.3% |
| 6M | -16.6% | +46.6% | -63.2% | -31.0% |
| YTD | +2.5% | +22.4% | -19.9% | -8.4% |
| 1Y | +8.1% | +17.7% | -9.7% | -1.7% |
| 3Y | +20.4% | +96.3% | -75.9% | -17.6% |
| 5Y | +62.7% | +57.4% | +5.3% | +20.6% |
| 10Y | +52.6% | +241.0% | -188.4% | -27.1% |
| All | +18.9% | +344.1% | -325.3% | -49.3% |
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