+27.7%
GEN vs ALLE
+49.9%
-22.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.3% |
| 7D | +2.3% | -0.6% | +2.8% | +2.5% |
| 30D | +33.1% | +25.3% | +7.7% | +22.4% |
| 3M | +6.5% | +10.3% | -3.8% | +2.6% |
| 6M | +53.8% | +38.0% | +15.7% | +35.5% |
| YTD | +11.2% | +17.8% | -6.6% | +3.9% |
| 1Y | +19.4% | +13.6% | +5.8% | +13.2% |
| 3Y | +81.0% | +89.2% | -8.2% | +36.8% |
| All | +27.7% | +49.9% | -22.2% | +3.6% |
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