+261.0%
GEN vs ALLE
+331.3%
-70.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +1.9% | 0.0% |
| 7D | +8.5% | 0.0% | +8.5% | +8.5% |
| 30D | +34.2% | +20.6% | +13.6% | +26.2% |
| 3M | +10.0% | +11.4% | -1.4% | +6.0% |
| 6M | +56.8% | +42.5% | +14.2% | +38.7% |
| YTD | +14.2% | +18.9% | -4.6% | +7.0% |
| 1Y | +20.8% | +14.2% | +6.6% | +14.6% |
| 3Y | +84.1% | +90.7% | -6.6% | +45.9% |
| 5Y | +37.1% | +52.5% | -15.4% | +14.8% |
| 10Y | +171.5% | +231.2% | -59.7% | +68.0% |
| All | +261.0% | +331.3% | -70.3% | +116.6% |
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 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