+34.1%
GEN vs ALLE
+51.6%
-17.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +2.0% |
| 7D | +2.0% | +3.6% | -1.5% | +0.7% |
| 30D | +27.7% | +25.9% | +1.8% | +17.3% |
| 3M | +3.3% | +15.8% | -12.5% | -2.3% |
| 6M | +31.8% | +48.1% | -16.3% | +13.1% |
| YTD | +13.5% | +22.0% | -8.5% | +4.6% |
| 1Y | +16.0% | +18.0% | -2.0% | +8.4% |
| 3Y | +70.6% | +93.1% | -22.5% | +28.0% |
| All | +34.1% | +51.6% | -17.5% | +8.0% |
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 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