+10.9%
GE vs ALLE
+15.9%
-5.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.2% |
| 7D | +4.0% | -0.8% | +4.9% | +4.3% |
| 30D | +11.1% | +27.4% | -16.3% | +4.0% |
| 3M | -6.7% | +13.8% | -20.6% | -9.7% |
| 6M | +14.3% | +45.5% | -31.2% | +1.8% |
| YTD | +11.7% | +21.4% | -9.7% | -0.7% |
| 1Y | +10.9% | +15.4% | -4.5% | -1.8% |
| All | +10.9% | +15.9% | -5.0% | -1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling