+35.8%
GEN vs ALLE
+54.3%
-18.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.2% | +1.8% |
| 7D | -0.8% | -0.8% | 0.0% | -0.5% |
| 30D | +31.2% | +27.4% | +3.8% | +19.9% |
| 3M | +6.1% | +13.8% | -7.8% | +0.9% |
| 6M | +38.1% | +45.5% | -7.4% | +19.3% |
| YTD | +14.4% | +21.4% | -7.0% | +5.6% |
| 1Y | +15.1% | +15.4% | -0.2% | +8.5% |
| 3Y | +68.5% | +91.7% | -23.2% | +26.6% |
| 5Y | +35.8% | +54.5% | -18.7% | +9.4% |
| All | +35.8% | +54.3% | -18.5% | +9.4% |
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 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