-18.9%
EXE vs ALLE
+18.6%
-37.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.8% | -4.7% | -2.9% |
| 7D | -4.7% | +6.7% | -11.3% | -4.6% |
| 30D | +1.0% | +25.4% | -24.4% | +1.1% |
| 3M | -5.6% | +16.9% | -22.6% | -5.6% |
| 6M | -12.3% | +46.6% | -58.9% | -12.7% |
| YTD | -19.5% | +22.4% | -41.9% | -17.4% |
| 1Y | -18.9% | +17.7% | -36.6% | -15.0% |
| All | -18.9% | +18.6% | -37.4% | -15.0% |
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