+267.0%
EXC vs ALLE
+331.3%
-64.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +1.6% |
| 7D | +1.4% | 0.0% | +1.3% | +1.3% |
| 30D | +11.6% | +20.6% | -8.9% | +4.8% |
| 3M | +2.7% | +11.4% | -8.8% | -1.2% |
| 6M | +2.7% | +42.5% | -39.9% | -9.2% |
| YTD | +9.7% | +18.9% | -9.2% | +2.4% |
| 1Y | +4.5% | +14.2% | -9.6% | -1.2% |
| 3Y | +28.5% | +90.7% | -62.2% | -1.0% |
| 5Y | +43.9% | +52.5% | -8.5% | +17.7% |
| 10Y | +183.7% | +231.2% | -47.5% | +85.9% |
| All | +267.0% | +331.3% | -64.3% | +130.4% |
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