+216.6%
GE vs ALLE
+260.9%
-44.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.6% |
| 7D | -1.6% | -0.2% | -1.4% | -1.5% |
| 30D | -11.6% | -6.8% | -4.8% | -8.4% |
| 3M | +3.0% | +21.0% | -18.0% | -7.6% |
| 6M | -0.5% | +1.1% | -1.6% | -1.9% |
| YTD | +9.7% | -0.5% | +10.3% | +8.3% |
| 1Y | +20.0% | -7.3% | +27.3% | +22.6% |
| 3Y | +275.8% | +42.3% | +233.6% | +195.3% |
| 5Y | +429.1% | +13.5% | +415.6% | +362.4% |
| 10Y | +151.2% | +144.0% | +7.1% | +52.1% |
| All | +216.6% | +260.9% | -44.2% | +69.3% |
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