+3.2%
EXC vs ALLE
+15.5%
-12.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.4% |
| 7D | -1.7% | -0.6% | -1.1% | -1.6% |
| 30D | +9.3% | +26.6% | -17.3% | +5.4% |
| 3M | +1.0% | +13.2% | -12.1% | -1.3% |
| 6M | +5.9% | +42.9% | -36.9% | +0.7% |
| YTD | +7.6% | +21.0% | -13.4% | +3.3% |
| All | +3.2% | +15.5% | -12.3% | -0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling