+43.5%
F vs ALLE
+344.1%
-300.6%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.8% | +1.2% | +1.9% |
| 7D | +6.0% | +6.7% | -0.6% | +2.3% |
| 30D | +4.3% | +25.4% | -21.1% | -8.8% |
| 3M | -10.1% | +16.9% | -27.0% | -18.1% |
| 6M | +12.8% | +46.6% | -33.8% | -10.8% |
| YTD | -0.1% | +22.4% | -22.5% | -12.9% |
| 1Y | +3.7% | +17.7% | -14.1% | -7.6% |
| 3Y | +42.7% | +96.3% | -53.7% | -8.4% |
| 5Y | -11.0% | +57.4% | -68.4% | -36.0% |
| 10Y | +87.0% | +241.0% | -154.0% | -10.1% |
| All | +43.5% | +344.1% | -300.6% | -36.6% |
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 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