+65.6%
F vs ALLE
+260.9%
-195.2%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +0.9% |
| 7D | +5.3% | -0.2% | +5.6% | +5.5% |
| 30D | +4.6% | -6.8% | +11.4% | +8.8% |
| 3M | -3.7% | +21.0% | -24.7% | -14.7% |
| 6M | +16.8% | +1.1% | +15.7% | +14.7% |
| YTD | +15.3% | -0.5% | +15.8% | +13.6% |
| 1Y | +31.0% | -7.3% | +38.3% | +34.0% |
| 3Y | +45.4% | +42.3% | +3.2% | +13.0% |
| 5Y | +54.7% | +13.5% | +41.2% | +34.5% |
| 10Y | +98.2% | +144.0% | -45.8% | +13.6% |
| All | +65.6% | +260.9% | -195.2% | -17.3% |
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