+268.6%
GE vs ALLE
+88.9%
+179.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.6% | +3.0% |
| 7D | +7.1% | -0.6% | +7.7% | +7.4% |
| 30D | +6.5% | +25.3% | -18.9% | -1.6% |
| 3M | -13.6% | +10.3% | -23.9% | -16.5% |
| 6M | +6.0% | +38.0% | -32.1% | -6.0% |
| YTD | +5.4% | +17.8% | -12.4% | -2.5% |
| 1Y | +6.5% | +13.6% | -7.1% | -0.2% |
| 3Y | +268.6% | +89.2% | +179.4% | +186.0% |
| All | +268.6% | +88.9% | +179.7% | +186.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling