+43.9%
EXC vs ALLE
+51.8%
-7.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +1.2% |
| 7D | +1.4% | 0.0% | +1.3% | +1.3% |
| 30D | +11.6% | +20.6% | -8.9% | +7.3% |
| 3M | +2.7% | +11.4% | -8.8% | +0.2% |
| 6M | +2.7% | +42.5% | -39.9% | -4.9% |
| YTD | +9.7% | +18.9% | -9.2% | +5.1% |
| 1Y | +4.5% | +14.2% | -9.6% | +1.0% |
| 3Y | +28.5% | +90.7% | -62.2% | +8.3% |
| 5Y | +43.9% | +52.5% | -8.5% | +24.5% |
| All | +43.9% | +51.8% | -7.9% | +24.5% |
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