+204.1%
GE vs ALLE
+327.3%
-123.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.6% | +3.2% |
| 7D | +7.1% | -0.6% | +7.7% | +7.5% |
| 30D | +6.5% | +25.3% | -18.9% | -5.9% |
| 3M | -13.6% | +10.3% | -23.9% | -18.4% |
| 6M | +6.0% | +38.0% | -32.1% | -11.7% |
| YTD | +5.4% | +17.8% | -12.4% | -5.3% |
| 1Y | +6.5% | +13.6% | -7.1% | -2.7% |
| 3Y | +268.6% | +89.2% | +179.4% | +147.0% |
| 5Y | +389.0% | +51.1% | +338.0% | +263.4% |
| 10Y | +163.3% | +228.1% | -64.8% | +38.7% |
| All | +204.1% | +327.3% | -123.2% | +48.0% |
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 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