+150.1%
EXE vs ALLE
+73.8%
+76.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +2.4% |
| 7D | -2.2% | +0.1% | -2.3% | -2.2% |
| 30D | -0.3% | +25.9% | -26.2% | -4.9% |
| 3M | -9.3% | +14.9% | -24.2% | -12.0% |
| 6M | -7.2% | +42.1% | -49.3% | -14.4% |
| YTD | -18.9% | +20.4% | -39.3% | -22.4% |
| 1Y | -21.7% | +14.9% | -36.5% | -24.2% |
| 3Y | +21.0% | +90.1% | -69.1% | +0.3% |
| 5Y | +76.0% | +53.0% | +23.0% | +48.7% |
| All | +150.1% | +73.8% | +76.3% | +115.2% |
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