+244.2%
EXC vs ALLE
+260.9%
-16.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.4% |
| 7D | +0.3% | -0.2% | +0.5% | +0.3% |
| 30D | -3.7% | -6.8% | +3.1% | -1.5% |
| 3M | -1.3% | +21.0% | -22.3% | -7.7% |
| 6M | -9.7% | +1.1% | -10.8% | -10.7% |
| YTD | +2.9% | -0.5% | +3.4% | +2.0% |
| 1Y | +4.4% | -7.3% | +11.6% | +5.7% |
| 3Y | +22.2% | +42.3% | -20.0% | +4.3% |
| 5Y | +46.7% | +13.5% | +33.2% | +33.4% |
| 10Y | +155.3% | +144.0% | +11.3% | +82.6% |
| All | +244.2% | +260.9% | -16.6% | +129.5% |
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 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