+251.5%
GEN vs ALLE
+327.3%
-75.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +23.6% |
| 3M | +6.5% | +10.3% | -3.8% | +3.0% |
| 6M | +53.8% | +38.0% | +15.7% | +37.6% |
| YTD | +11.2% | +17.8% | -6.6% | +4.5% |
| 1Y | +19.4% | +13.6% | +5.8% | +13.5% |
| 3Y | +81.0% | +89.2% | -8.2% | +43.9% |
| 5Y | +33.4% | +51.1% | -17.6% | +12.1% |
| 10Y | +164.3% | +228.1% | -63.8% | +64.1% |
| All | +251.5% | +327.3% | -75.8% | +111.6% |
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