-15.8%
F vs ALLE
+49.9%
-65.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.2% |
| 7D | +1.6% | -0.6% | +2.1% | +1.9% |
| 30D | +2.6% | +25.3% | -22.7% | -9.9% |
| 3M | -8.8% | +10.3% | -19.1% | -14.0% |
| 6M | +4.6% | +38.0% | -33.4% | -14.2% |
| YTD | -1.9% | +17.8% | -19.7% | -12.3% |
| 1Y | -0.8% | +13.6% | -14.4% | -9.4% |
| 3Y | +43.5% | +89.2% | -45.7% | -9.3% |
| All | -15.8% | +49.9% | -65.7% | -40.5% |
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 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