+43.8%
EXC vs ALLE
+49.9%
-6.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.0% | -1.8% |
| 7D | -1.2% | -0.6% | -0.6% | -1.1% |
| 30D | +10.0% | +25.3% | -15.4% | +4.9% |
| 3M | +1.6% | +10.3% | -8.7% | -0.6% |
| 6M | +3.3% | +38.0% | -34.8% | -3.7% |
| YTD | +7.6% | +17.8% | -10.2% | +3.2% |
| 1Y | +3.5% | +13.6% | -10.1% | 0.0% |
| 3Y | +27.7% | +89.2% | -61.5% | +7.8% |
| All | +43.8% | +49.9% | -6.1% | +25.1% |
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