-11.4%
F vs ALLE
+51.8%
-63.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | +0.5% |
| 7D | +1.4% | 0.0% | +1.3% | +1.4% |
| 30D | +2.0% | +20.6% | -18.5% | -8.5% |
| 3M | -10.4% | +11.4% | -21.8% | -15.9% |
| 6M | +9.7% | +42.5% | -32.8% | -11.7% |
| YTD | -1.2% | +18.9% | -20.1% | -12.2% |
| 1Y | 0.0% | +14.2% | -14.1% | -8.9% |
| 3Y | +41.1% | +90.7% | -49.6% | -11.3% |
| 5Y | -11.4% | +52.5% | -63.9% | -37.6% |
| All | -11.4% | +51.8% | -63.3% | -37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling