+410.2%
GE vs ALLE
+53.5%
+356.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.9% |
| 7D | +5.4% | +0.1% | +5.3% | +5.4% |
| 30D | +9.6% | +25.9% | -16.3% | -0.8% |
| 3M | -7.7% | +14.9% | -22.6% | -13.2% |
| 6M | +14.0% | +42.1% | -28.1% | -2.7% |
| YTD | +10.2% | +20.4% | -10.2% | 0.0% |
| 1Y | +8.9% | +14.9% | -5.9% | +0.9% |
| 3Y | +273.7% | +90.1% | +183.6% | +165.7% |
| 5Y | +410.2% | +53.0% | +357.2% | +292.1% |
| All | +410.2% | +53.5% | +356.7% | +292.1% |
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