+46.0%
F vs ALLE
+42.6%
+3.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.0% |
| 7D | +5.3% | -0.2% | +5.6% | +5.4% |
| 30D | +4.6% | -6.8% | +11.4% | +8.0% |
| 3M | -3.7% | +21.0% | -24.7% | -12.9% |
| 6M | +16.8% | +1.1% | +15.7% | +15.6% |
| YTD | +15.3% | -0.5% | +15.8% | +14.1% |
| 1Y | +31.0% | -7.3% | +38.3% | +34.2% |
| All | +46.0% | +42.6% | +3.5% | +7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling