+25.4%
GEN vs ALLE
+13.7%
+11.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.5% |
| 7D | -1.2% | -0.2% | -1.0% | -1.1% |
| 30D | +10.1% | -6.8% | +16.9% | +13.0% |
| 3M | +16.1% | +21.0% | -5.0% | +7.5% |
| 6M | +38.9% | +1.1% | +37.8% | +37.4% |
| YTD | +14.4% | -0.5% | +15.0% | +13.8% |
| 1Y | +5.9% | -7.3% | +13.1% | +8.3% |
| 3Y | +58.8% | +42.3% | +16.5% | +33.8% |
| All | +25.4% | +13.7% | +11.7% | +14.6% |
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