+196.1%
GE vs ALLE
+331.3%
-135.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.9% | -1.6% | -3.0% |
| 7D | +0.5% | 0.0% | +0.5% | +0.6% |
| 30D | +1.7% | +20.6% | -18.9% | -8.2% |
| 3M | -17.3% | +11.4% | -28.7% | -22.4% |
| 6M | +10.1% | +42.5% | -32.5% | -9.8% |
| YTD | +2.6% | +18.9% | -16.3% | -8.2% |
| 1Y | +3.7% | +14.2% | -10.5% | -5.4% |
| 3Y | +268.3% | +90.7% | +177.6% | +145.9% |
| 5Y | +376.2% | +52.5% | +323.7% | +252.2% |
| 10Y | +156.4% | +231.2% | -74.8% | +34.4% |
| All | +196.1% | +331.3% | -135.3% | +43.4% |
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